Wine: LiquidAssets: Price regression:: Wine2
bdanalytics
Date: (Fri) Jun 12, 2015
Introduction:
Data: Source: Training: https://courses.edx.org/asset-v1:MITx+15.071x_2a+2T2015+type@asset+block/wine.csv
New: https://courses.edx.org/asset-v1:MITx+15.071x_2a+2T2015+type@asset+block/wine_test.csv
Time period:
Synopsis:
Based on analysis utilizing <> techniques,
[](.png)
Potential next steps include:
- Organization:
- Categorize by chunk
- Priority criteria:
- Ease of change
- Impacts report
- Cleans innards
- Bug report
- all chunks:
- at chunk-end rm(!glb_)
- manage.missing.data chunk:
- cleaner way to manage re-splitting of training vs. new entity
- extract.features chunk:
- Add n-grams for glb_txt_vars
- “RTextTools”, “tau”, “RWeka”, and “textcat” packages
- Convert user-specified mutate code to config specs
- Add n-grams for glb_txt_vars
- fit.models chunk:
- Prediction accuracy scatter graph:
- Add tiles (raw vs. PCA)
- Use shiny for drop-down of “important” features
Use plot.ly for interactive plots ?
- Change .fit suffix of model metrics to .mdl if it’s data independent (e.g. AIC, Adj.R.Squared - is it truly data independent ?, etc.)
- move model_type parameter to myfit_mdl before indep_vars_vctr (keep all model_* together)
- create a custom model for rpart that has minbucket as a tuning parameter
varImp for randomForest crashes in caret version:6.0.41 -> submit bug report
- Probability handling for multinomials vs. desired binomial outcome
- ROCR currently supports only evaluation of binary classification tasks (version 1.0.7)
extensions toward multiclass classification are scheduled for the next release
- Skip trControl.method=“cv” for dummy classifier ?
- Add custom model to caret for a dummy (baseline) classifier (binomial & multinomial) that generates proba/outcomes which mimics the freq distribution of glb_rsp_var values; Right now glb_dmy_glm_mdl always generates most frequent outcome in training data
glm_dmy_mdl should use the same method as glm_sel_mdl until custom dummy classifer is implemented
- fit.all.training chunk:
- myplot_prediction_classification: displays ‘x’ instead of ‘+’ when there are no prediction errors
- Compare glb_sel_mdl vs. glb_fin_mdl:
- varImp
- Prediction differences (shd be minimal ?)
- Move glb_analytics_diag_plots to mydsutils.R: (+) Easier to debug (-) Too many glb vars used
- Add print(ggplot.petrinet(glb_analytics_pn) + coord_flip()) at the end of every major chunk
- Parameterize glb_analytics_pn
- Move glb_impute_missing_data to mydsutils.R: (-) Too many glb vars used; glb_<>_df reassigned
- Replicate myfit_mdl_classification features in myfit_mdl_regression
- Do non-glm methods handle interaction terms ?
- f-score computation for classifiers should be summation across outcomes (not just the desired one ?)
- Add accuracy computation to glb_dmy_mdl in predict.data.new chunk
- Why does splitting fit.data.training.all chunk into separate chunks add an overhead of ~30 secs ? It’s not rbind b/c other chunks have lower elapsed time. Is it the number of plots ?
- Incorporate code chunks in print_sessionInfo
- Test against
- projects in github.com/bdanalytics
- lectures in jhu-datascience track
Analysis:
rm(list=ls())
set.seed(12345)
options(stringsAsFactors=FALSE)
source("~/Dropbox/datascience/R/myscript.R")
source("~/Dropbox/datascience/R/mydsutils.R")## Loading required package: caret
## Loading required package: lattice
## Loading required package: ggplot2source("~/Dropbox/datascience/R/myplot.R")
source("~/Dropbox/datascience/R/mypetrinet.R")
source("~/Dropbox/datascience/R/myplclust.R")
# Gather all package requirements here
suppressPackageStartupMessages(require(doMC))
registerDoMC(4) # max(length(glb_txt_vars), glb_n_cv_folds) + 1
#packageVersion("snow")
#require(sos); findFn("cosine", maxPages=2, sortby="MaxScore")
# Analysis control global variables
glb_trnng_url <- "https://courses.edx.org/asset-v1:MITx+15.071x_2a+2T2015+type@asset+block/wine.csv"
glb_newdt_url <- "https://courses.edx.org/asset-v1:MITx+15.071x_2a+2T2015+type@asset+block/wine_test.csv"
glb_out_pfx <- "Wine2_"
glb_save_envir <- FALSE # or TRUE
glb_is_separate_newent_dataset <- TRUE # or TRUE
glb_split_entity_newent_datasets <- TRUE # or FALSE
glb_split_newdata_method <- "sample" # "condition" or "sample" or "copy"
glb_split_newdata_condition <- NULL # or "is.na(<var>)"; "<var> <condition_operator> <value>"
glb_split_newdata_size_ratio <- 0.3 # > 0 & < 1
glb_split_sample.seed <- 123 # or any integer
glb_drop_vars <- c(NULL) # or c("<col_name>")
glb_max_fitent_obs <- NULL # or any integer
glb_is_regression <- TRUE; glb_is_classification <- !glb_is_regression;
glb_is_binomial <- NULL # or TRUE or FALSE
glb_rsp_var_raw <- "Price"
# for classification, the response variable has to be a factor
glb_rsp_var <- glb_rsp_var_raw # or "Price.fctr"
# if the response factor is based on numbers/logicals e.g (0/1 OR TRUE/FALSE vs. "A"/"B"),
# or contains spaces (e.g. "Not in Labor Force")
# caret predict(..., type="prob") crashes
glb_map_rsp_raw_to_var <- NULL # or function(raw) {
#relevel(factor(ifelse(raw == 1, "Y", "N")), as.factor(c("Y", "N")), ref="N")
#as.factor(paste0("B", raw))
#as.factor(gsub(" ", "\\.", raw))
#}
#glb_map_rsp_raw_to_var(c(1, 1, 0, 0, 0))
glb_map_rsp_var_to_raw <- NULL # or function(var) {
#as.numeric(var) - 1
#as.numeric(var)
#gsub("\\.", " ", levels(var)[as.numeric(var)])
#c(" <=50K", " >50K")[as.numeric(var)]
#c(FALSE, TRUE)[as.numeric(var)]
#}
#glb_map_rsp_var_to_raw(glb_map_rsp_raw_to_var(c(1, 1, 0, 0, 0)))
if ((glb_rsp_var != glb_rsp_var_raw) & is.null(glb_map_rsp_raw_to_var))
stop("glb_map_rsp_raw_to_var function expected")
glb_rsp_var_out <- paste0(glb_rsp_var, ".predict.") # model_id is appended later
# List info gathered for various columns
# <col_name>: <description>; <notes>
# If multiple vars are parts of id, consider concatenating them to create one id var
# If glb_id_var == NULL, ".rownames <- row.names()" is the default
glb_id_var <- c("Year")
glb_category_vars <- NULL # or c("<var1>", "<var2>")
glb_map_vars <- NULL # or c("<var1>", "<var2>")
glb_map_urls <- list();
# glb_map_urls[["<var1>"]] <- "<var1.url>"
glb_assign_pairs_lst <- NULL;
# glb_assign_pairs_lst[["<var1>"]] <- list(from=c(NA),
# to=c("NA.my"))
glb_assign_vars <- names(glb_assign_pairs_lst)
glb_transform_lst <- NULL;
# glb_transform_lst[["<var>"]] <- list(
# mapfn=function(raw) { tfr_raw <- as.character(raw);
# tfr_raw[is.na(tfr_raw)] <- "NA.my";
# return(as.factor(tfr_raw)) }
# , sfx=".my.fctr")
# glb_transform_lst[["<var>"]] <- list(
# mapfn=function(raw) { tfr_raw <- as.character(cut(raw, 5));
# tfr_raw[is.na(tfr_raw)] <- "NA.my";
# return(as.factor(tfr_raw)) }
# , sfx=".my.fctr")
# mapfn(glb_allobs_df$<var>)
# Add logs of numerics that are not distributed normally -> do automatically ???
glb_transform_vars <- names(glb_transform_lst)
glb_date_vars <- NULL # or c("<date_var>")
glb_date_fmts <- list(); #glb_date_fmts[["<date_var>"]] <- "%m/%e/%y"
glb_date_tzs <- list(); #glb_date_tzs[["<date_var>"]] <- "America/New_York"
#grep("America/New", OlsonNames(), value=TRUE)
glb_txt_vars <- NULL # or c("<txt_var1>", "<txt_var2>")
#Sys.setlocale("LC_ALL", "C") # For english
glb_append_stop_words <- list()
# Remember to use unstemmed words
#orderBy(~ -cor.y.abs, subset(glb_feats_df, grepl("[HSA]\\.T\\.", id) & !is.na(cor.high.X)))
#dsp_obs(Headline.contains="polit")
#subset(glb_allobs_df, H.T.compani > 0)[, c("UniqueID", "Headline", "H.T.compani")]
# glb_append_stop_words[["<txt_var1>"]] <- c(NULL
# # ,"<word1>" # <reason1>
# )
#subset(glb_allobs_df, S.T.newyorktim > 0)[, c("UniqueID", "Snippet", "S.T.newyorktim")]
#glb_txt_lst[["Snippet"]][which(glb_allobs_df$UniqueID %in% c(8394, 8317, 8339, 8350, 8307))]
glb_important_terms <- list()
# Remember to use stemmed terms
glb_sprs_thresholds <- NULL # or c(0.988, 0.970, 0.970) # Generates 29, 22, 22 terms
# Properties:
# numrows(glb_feats_df) << numrows(glb_fitobs_df)
# Select terms that appear in at least 0.2 * O(FP/FN(glb_OOBobs_df))
# numrows(glb_OOBobs_df) = 1.1 * numrows(glb_newobs_df)
names(glb_sprs_thresholds) <- glb_txt_vars
# User-specified exclusions
glb_exclude_vars_as_features <- NULL # or c("<var_name>")
if (glb_rsp_var_raw != glb_rsp_var)
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
glb_rsp_var_raw)
# List feats that shd be excluded due to known causation by prediction variable
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
c(NULL)) # or c("<col_name>")
glb_impute_na_data <- FALSE # or TRUE
glb_mice_complete.seed <- 144 # or any integer
glb_cluster <- FALSE # or TRUE
glb_interaction_only_features <- NULL # or ???
glb_models_lst <- list(); glb_models_df <- data.frame()
# Regression
if (glb_is_regression)
glb_models_method_vctr <- c("lm", "glm", "bayesglm", "rpart", "rf") else
# Classification
if (glb_is_binomial)
glb_models_method_vctr <- c("glm", "bayesglm", "rpart", "rf") else
glb_models_method_vctr <- c("rpart", "rf")
# Baseline prediction model feature(s)
glb_Baseline_mdl_var <- NULL # or c("<col_name>")
glb_model_metric_terms <- NULL # or matrix(c(
# 0,1,2,3,4,
# 2,0,1,2,3,
# 4,2,0,1,2,
# 6,4,2,0,1,
# 8,6,4,2,0
# ), byrow=TRUE, nrow=5)
glb_model_metric <- NULL # or "<metric_name>"
glb_model_metric_maximize <- NULL # or FALSE (TRUE is not the default for both classification & regression)
glb_model_metric_smmry <- NULL # or function(data, lev=NULL, model=NULL) {
# confusion_mtrx <- t(as.matrix(confusionMatrix(data$pred, data$obs)))
# #print(confusion_mtrx)
# #print(confusion_mtrx * glb_model_metric_terms)
# metric <- sum(confusion_mtrx * glb_model_metric_terms) / nrow(data)
# names(metric) <- glb_model_metric
# return(metric)
# }
glb_tune_models_df <-
rbind(
#data.frame(parameter="cp", min=0.00005, max=0.00005, by=0.000005),
#seq(from=0.01, to=0.01, by=0.01)
#data.frame(parameter="mtry", min=080, max=100, by=10),
#data.frame(parameter="mtry", min=08, max=10, by=1),
data.frame(parameter="dummy", min=2, max=4, by=1)
)
# or NULL
glb_n_cv_folds <- 3 # or NULL
glb_clf_proba_threshold <- NULL # 0.5
# Model selection criteria
if (glb_is_regression)
glb_model_evl_criteria <- c("min.RMSE.OOB", "max.R.sq.OOB", "max.Adj.R.sq.fit")
if (glb_is_classification) {
if (glb_is_binomial)
glb_model_evl_criteria <-
c("max.Accuracy.OOB", "max.auc.OOB", "max.Kappa.OOB", "min.aic.fit") else
glb_model_evl_criteria <- c("max.Accuracy.OOB", "max.Kappa.OOB")
}
glb_sel_mdl_id <- NULL # or "<model_id_prefix>.<model_method>"
glb_fin_mdl_id <- glb_sel_mdl_id # or "Final"
# Depict process
glb_analytics_pn <- petrinet(name="glb_analytics_pn",
trans_df=data.frame(id=1:6,
name=c("data.training.all","data.new",
"model.selected","model.final",
"data.training.all.prediction","data.new.prediction"),
x=c( -5,-5,-15,-25,-25,-35),
y=c( -5, 5, 0, 0, -5, 5)
),
places_df=data.frame(id=1:4,
name=c("bgn","fit.data.training.all","predict.data.new","end"),
x=c( -0, -20, -30, -40),
y=c( 0, 0, 0, 0),
M0=c( 3, 0, 0, 0)
),
arcs_df=data.frame(
begin=c("bgn","bgn","bgn",
"data.training.all","model.selected","fit.data.training.all",
"fit.data.training.all","model.final",
"data.new","predict.data.new",
"data.training.all.prediction","data.new.prediction"),
end =c("data.training.all","data.new","model.selected",
"fit.data.training.all","fit.data.training.all","model.final",
"data.training.all.prediction","predict.data.new",
"predict.data.new","data.new.prediction",
"end","end")
))
#print(ggplot.petrinet(glb_analytics_pn))
print(ggplot.petrinet(glb_analytics_pn) + coord_flip())## Loading required package: grid
glb_analytics_avl_objs <- NULL
glb_chunks_df <- myadd_chunk(NULL, "import.data")## label step_major step_minor bgn end elapsed
## 1 import.data 1 0 9.296 NA NAStep 1.0: import data
chunk option: eval=
glb_trnobs_df <- myimport_data(url=glb_trnng_url, comment="glb_trnobs_df",
force_header=TRUE)## [1] "Reading file ./data/wine.csv..."
## [1] "dimensions of data in ./data/wine.csv: 25 rows x 7 cols"
## Year Price WinterRain AGST HarvestRain Age FrancePop
## 1 1952 7.4950 600 17.1167 160 31 43183.57
## 2 1953 8.0393 690 16.7333 80 30 43495.03
## 3 1955 7.6858 502 17.1500 130 28 44217.86
## 4 1957 6.9845 420 16.1333 110 26 45152.25
## 5 1958 6.7772 582 16.4167 187 25 45653.81
## 6 1959 8.0757 485 17.4833 187 24 46128.64
## Year Price WinterRain AGST HarvestRain Age FrancePop
## 1 1952 7.4950 600 17.1167 160 31 43183.57
## 4 1957 6.9845 420 16.1333 110 26 45152.25
## 13 1966 7.7443 819 16.5333 86 17 50254.97
## 15 1968 6.2435 610 16.2000 292 15 51034.41
## 18 1971 7.1934 551 16.7667 112 12 52431.65
## 23 1976 7.1211 418 17.6500 247 7 54159.05
## Year Price WinterRain AGST HarvestRain Age FrancePop
## 20 1973 6.6367 376 17.0667 123 10 53332.81
## 21 1974 6.2941 574 16.3000 184 9 53689.61
## 22 1975 7.2920 572 16.9500 171 8 53955.04
## 23 1976 7.1211 418 17.6500 247 7 54159.05
## 24 1977 6.2587 821 15.5833 87 6 54378.36
## 25 1978 7.1860 763 15.8167 51 5 54602.19
## 'data.frame': 25 obs. of 7 variables:
## $ Year : int 1952 1953 1955 1957 1958 1959 1960 1961 1962 1963 ...
## $ Price : num 7.5 8.04 7.69 6.98 6.78 ...
## $ WinterRain : int 600 690 502 420 582 485 763 830 697 608 ...
## $ AGST : num 17.1 16.7 17.1 16.1 16.4 ...
## $ HarvestRain: int 160 80 130 110 187 187 290 38 52 155 ...
## $ Age : int 31 30 28 26 25 24 23 22 21 20 ...
## $ FrancePop : num 43184 43495 44218 45152 45654 ...
## - attr(*, "comment")= chr "glb_trnobs_df"
## NULL# glb_trnobs_df <- data.frame()
# for (symbol in c("Boeing", "CocaCola", "GE", "IBM", "ProcterGamble")) {
# sym_trnobs_df <-
# myimport_data(url=gsub("IBM", symbol, glb_trnng_url), comment="glb_trnobs_df",
# force_header=TRUE)
# sym_trnobs_df$Symbol <- symbol
# glb_trnobs_df <- myrbind_df(glb_trnobs_df, sym_trnobs_df)
# }
if (glb_is_separate_newent_dataset) {
glb_newobs_df <- myimport_data(url=glb_newdt_url, comment="glb_newobs_df",
force_header=TRUE)
# To make plots / stats / checks easier in chunk:inspectORexplore.data
glb_allobs_df <- myrbind_df(glb_trnobs_df, glb_newobs_df);
comment(glb_allobs_df) <- "glb_allobs_df"
} else {
glb_allobs_df <- glb_trnobs_df; comment(glb_allobs_df) <- "glb_allobs_df"
if (!glb_split_entity_newent_datasets) {
stop("Not implemented yet")
glb_newobs_df <- glb_trnobs_df[sample(1:nrow(glb_trnobs_df),
max(2, nrow(glb_trnobs_df) / 1000)),]
} else if (glb_split_newdata_method == "condition") {
glb_newobs_df <- do.call("subset",
list(glb_trnobs_df, parse(text=glb_split_newdata_condition)))
glb_trnobs_df <- do.call("subset",
list(glb_trnobs_df, parse(text=paste0("!(",
glb_split_newdata_condition,
")"))))
} else if (glb_split_newdata_method == "sample") {
require(caTools)
set.seed(glb_split_sample.seed)
split <- sample.split(glb_trnobs_df[, glb_rsp_var_raw],
SplitRatio=(1-glb_split_newdata_size_ratio))
glb_newobs_df <- glb_trnobs_df[!split, ]
glb_trnobs_df <- glb_trnobs_df[split ,]
} else if (glb_split_newdata_method == "copy") {
glb_trnobs_df <- glb_allobs_df
comment(glb_trnobs_df) <- "glb_trnobs_df"
glb_newobs_df <- glb_allobs_df
comment(glb_newobs_df) <- "glb_newobs_df"
} else stop("glb_split_newdata_method should be %in% c('condition', 'sample', 'copy')")
comment(glb_newobs_df) <- "glb_newobs_df"
myprint_df(glb_newobs_df)
str(glb_newobs_df)
if (glb_split_entity_newent_datasets) {
myprint_df(glb_trnobs_df)
str(glb_trnobs_df)
}
} ## [1] "Reading file ./data/wine_test.csv..."
## [1] "dimensions of data in ./data/wine_test.csv: 2 rows x 7 cols"
## Year Price WinterRain AGST HarvestRain Age FrancePop
## 1 1979 6.9541 717 16.1667 122 4 54835.83
## 2 1980 6.4979 578 16.0000 74 3 55110.24
## 'data.frame': 2 obs. of 7 variables:
## $ Year : int 1979 1980
## $ Price : num 6.95 6.5
## $ WinterRain : int 717 578
## $ AGST : num 16.2 16
## $ HarvestRain: int 122 74
## $ Age : int 4 3
## $ FrancePop : num 54836 55110
## - attr(*, "comment")= chr "glb_newobs_df"
## NULLif ((num_nas <- sum(is.na(glb_trnobs_df[, glb_rsp_var_raw]))) > 0)
stop("glb_trnobs_df$", glb_rsp_var_raw, " contains NAs for ", num_nas, " obs")
if (nrow(glb_trnobs_df) == nrow(glb_allobs_df))
warning("glb_trnobs_df same as glb_allobs_df")
if (nrow(glb_newobs_df) == nrow(glb_allobs_df))
warning("glb_newobs_df same as glb_allobs_df")
if (length(glb_drop_vars) > 0) {
warning("dropping vars: ", paste0(glb_drop_vars, collapse=", "))
glb_allobs_df <- glb_allobs_df[, setdiff(names(glb_allobs_df), glb_drop_vars)]
glb_trnobs_df <- glb_trnobs_df[, setdiff(names(glb_trnobs_df), glb_drop_vars)]
glb_newobs_df <- glb_newobs_df[, setdiff(names(glb_newobs_df), glb_drop_vars)]
}
#stop(here"); sav_allobs_df <- glb_allobs_df # glb_allobs_df <- sav_allobs_df
# Check for duplicates in glb_id_var
if (length(glb_id_var) == 0) {
warning("using .rownames as identifiers for observations")
glb_allobs_df$.rownames <- rownames(glb_allobs_df)
glb_trnobs_df$.rownames <- rownames(glb_trnobs_df)
glb_newobs_df$.rownames <- rownames(glb_newobs_df)
glb_id_var <- ".rownames"
}
if (sum(duplicated(glb_allobs_df[, glb_id_var, FALSE])) > 0)
stop(glb_id_var, " duplicated in glb_allobs_df")
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_id_var)
# Combine trnent & newent into glb_allobs_df for easier manipulation
glb_trnobs_df$.src <- "Train"; glb_newobs_df$.src <- "Test";
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, ".src")
glb_allobs_df <- myrbind_df(glb_trnobs_df, glb_newobs_df)
comment(glb_allobs_df) <- "glb_allobs_df"
glb_allobs_df <- orderBy(reformulate(glb_id_var), glb_allobs_df)
glb_trnobs_df <- glb_newobs_df <- NULL
glb_chunks_df <- myadd_chunk(glb_chunks_df, "inspect.data", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 1 import.data 1 0 9.296 9.634 0.338
## 2 inspect.data 2 0 9.635 NA NAStep 2.0: inspect data
#print(str(glb_allobs_df))
#View(glb_allobs_df)
dsp_class_dstrb <- function(var) {
xtab_df <- mycreate_xtab_df(glb_allobs_df, c(".src", var))
rownames(xtab_df) <- xtab_df$.src
xtab_df <- subset(xtab_df, select=-.src)
print(xtab_df)
print(xtab_df / rowSums(xtab_df, na.rm=TRUE))
}
# Performed repeatedly in other chunks
glb_chk_data <- function() {
# Histogram of predictor in glb_trnobs_df & glb_newobs_df
print(myplot_histogram(glb_allobs_df, glb_rsp_var_raw) + facet_wrap(~ .src))
if (glb_is_classification)
dsp_class_dstrb(var=ifelse(glb_rsp_var %in% names(glb_allobs_df),
glb_rsp_var, glb_rsp_var_raw))
mycheck_problem_data(glb_allobs_df)
}
glb_chk_data()## Warning in loop_apply(n, do.ply): position_stack requires constant width:
## output may be incorrect## Warning in loop_apply(n, do.ply): position_stack requires constant width:
## output may be incorrect
## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## named list()# Create new features that help diagnostics
if (!is.null(glb_map_rsp_raw_to_var)) {
glb_allobs_df[, glb_rsp_var] <-
glb_map_rsp_raw_to_var(glb_allobs_df[, glb_rsp_var_raw])
mycheck_map_results(mapd_df=glb_allobs_df,
from_col_name=glb_rsp_var_raw, to_col_name=glb_rsp_var)
if (glb_is_classification) dsp_class_dstrb(glb_rsp_var)
}
# Convert dates to numbers
# typically, dates come in as chars;
# so this must be done before converting chars to factors
myextract_dates_df <- function(df, vars, id_vars, rsp_var) {
keep_feats <- c(NULL)
for (var in vars) {
dates_df <- df[, id_vars, FALSE]
dates_df[, rsp_var] <- df[, rsp_var, FALSE]
#dates_df <- data.frame(.date=strptime(df[, var], "%Y-%m-%d %H:%M:%S"))
dates_df <- cbind(dates_df, data.frame(.date=strptime(df[, var],
glb_date_fmts[[var]], tz=glb_date_tzs[[var]])))
# print(dates_df[is.na(dates_df$.date), c("ID", "Arrest.fctr", ".date")])
# print(glb_allobs_df[is.na(dates_df$.date), c("ID", "Arrest.fctr", "Date")])
# print(head(glb_allobs_df[grepl("4/7/02 .:..", glb_allobs_df$Date), c("ID", "Arrest.fctr", "Date")]))
# print(head(strptime(glb_allobs_df[grepl("4/7/02 .:..", glb_allobs_df$Date), "Date"], "%m/%e/%y %H:%M"))
# Wrong data during EST->EDT transition
# tmp <- strptime("4/7/02 2:00","%m/%e/%y %H:%M:%S"); print(tmp); print(is.na(tmp))
# dates_df[dates_df$ID == 2068197, .date] <- tmp
# grep("(.*?) 2:(.*)", glb_allobs_df[is.na(dates_df$.date), "Date"], value=TRUE)
# dates_df[is.na(dates_df$.date), ".date"] <-
# data.frame(.date=strptime(gsub("(.*?) 2:(.*)", "\\1 3:\\2",
# glb_allobs_df[is.na(dates_df$.date), "Date"]), "%m/%e/%y %H:%M"))$.date
if (sum(is.na(dates_df$.date)) > 0) {
stop("NA POSIX dates for ", var)
print(df[is.na(dates_df$.date), c(id_vars, rsp_var, var)])
}
.date <- dates_df$.date
dates_df[, paste0(var, ".POSIX")] <- .date
dates_df[, paste0(var, ".year")] <- as.numeric(format(.date, "%Y"))
dates_df[, paste0(var, ".year.fctr")] <- as.factor(format(.date, "%Y"))
dates_df[, paste0(var, ".month")] <- as.numeric(format(.date, "%m"))
dates_df[, paste0(var, ".month.fctr")] <- as.factor(format(.date, "%m"))
dates_df[, paste0(var, ".date")] <- as.numeric(format(.date, "%d"))
dates_df[, paste0(var, ".date.fctr")] <-
cut(as.numeric(format(.date, "%d")), 5) # by month week
dates_df[, paste0(var, ".juliandate")] <- as.numeric(format(.date, "%j"))
# wkday Sun=0; Mon=1; ...; Sat=6
dates_df[, paste0(var, ".wkday")] <- as.numeric(format(.date, "%w"))
dates_df[, paste0(var, ".wkday.fctr")] <- as.factor(format(.date, "%w"))
# Get US Federal Holidays for relevant years
require(XML)
doc.html = htmlTreeParse('http://about.usps.com/news/events-calendar/2012-federal-holidays.htm', useInternal = TRUE)
# # Extract all the paragraphs (HTML tag is p, starting at
# # the root of the document). Unlist flattens the list to
# # create a character vector.
# doc.text = unlist(xpathApply(doc.html, '//p', xmlValue))
# # Replace all \n by spaces
# doc.text = gsub('\\n', ' ', doc.text)
# # Join all the elements of the character vector into a single
# # character string, separated by spaces
# doc.text = paste(doc.text, collapse = ' ')
# parse the tree by tables
txt <- unlist(strsplit(xpathSApply(doc.html, "//*/table", xmlValue), "\n"))
# do some clean up with regular expressions
txt <- grep("day, ", txt, value=TRUE)
txt <- trimws(gsub("(.*?)day, (.*)", "\\2", txt))
# txt <- gsub("\t","",txt)
# txt <- sub("^[[:space:]]*(.*?)[[:space:]]*$", "\\1", txt, perl=TRUE)
# txt <- txt[!(txt %in% c("", "|"))]
hldays <- strptime(paste(txt, ", 2012", sep=""), "%B %e, %Y")
dates_df[, paste0(var, ".hlday")] <-
ifelse(format(.date, "%Y-%m-%d") %in% hldays, 1, 0)
# NYState holidays 1.9., 13.10., 11.11., 27.11., 25.12.
dates_df[, paste0(var, ".wkend")] <- as.numeric(
(dates_df[, paste0(var, ".wkday")] %in% c(0, 6)) |
dates_df[, paste0(var, ".hlday")] )
dates_df[, paste0(var, ".hour")] <- as.numeric(format(.date, "%H"))
dates_df[, paste0(var, ".hour.fctr")] <-
if (length(unique(vals <- as.numeric(format(.date, "%H")))) <= 1)
vals else cut(vals, 3) # by work-shift
dates_df[, paste0(var, ".minute")] <- as.numeric(format(.date, "%M"))
dates_df[, paste0(var, ".minute.fctr")] <-
if (length(unique(vals <- as.numeric(format(.date, "%M")))) <= 1)
vals else cut(vals, 4) # by quarter-hours
dates_df[, paste0(var, ".second")] <- as.numeric(format(.date, "%S"))
dates_df[, paste0(var, ".second.fctr")] <-
if (length(unique(vals <- as.numeric(format(.date, "%S")))) <= 1)
vals else cut(vals, 4) # by quarter-minutes
dates_df[, paste0(var, ".day.minutes")] <-
60 * dates_df[, paste0(var, ".hour")] +
dates_df[, paste0(var, ".minute")]
if ((unq_vals_n <- length(unique(dates_df[, paste0(var, ".day.minutes")]))) > 1) {
max_degree <- min(unq_vals_n, 5)
dates_df[, paste0(var, ".day.minutes.poly.", 1:max_degree)] <-
as.matrix(poly(dates_df[, paste0(var, ".day.minutes")], max_degree))
} else max_degree <- 0
# print(gp <- myplot_box(df=dates_df, ycol_names="PubDate.day.minutes",
# xcol_name=rsp_var))
# print(gp <- myplot_scatter(df=dates_df, xcol_name=".rownames",
# ycol_name="PubDate.day.minutes", colorcol_name=rsp_var))
# print(gp <- myplot_scatter(df=dates_df, xcol_name="PubDate.juliandate",
# ycol_name="PubDate.day.minutes.poly.1", colorcol_name=rsp_var))
# print(gp <- myplot_scatter(df=dates_df, xcol_name="PubDate.day.minutes",
# ycol_name="PubDate.day.minutes.poly.4", colorcol_name=rsp_var))
#
# print(gp <- myplot_scatter(df=dates_df, xcol_name="PubDate.juliandate",
# ycol_name="PubDate.day.minutes", colorcol_name=rsp_var, smooth=TRUE))
# print(gp <- myplot_scatter(df=dates_df, xcol_name="PubDate.juliandate",
# ycol_name="PubDate.day.minutes.poly.4", colorcol_name=rsp_var, smooth=TRUE))
# print(gp <- myplot_scatter(df=dates_df, xcol_name="PubDate.juliandate",
# ycol_name=c("PubDate.day.minutes", "PubDate.day.minutes.poly.4"),
# colorcol_name=rsp_var))
# print(gp <- myplot_scatter(df=subset(dates_df, Popular.fctr=="Y"),
# xcol_name=paste0(var, ".juliandate"),
# ycol_name=paste0(var, ".day.minutes", colorcol_name=rsp_var))
# print(gp <- myplot_box(df=dates_df, ycol_names=paste0(var, ".hour"),
# xcol_name=rsp_var))
# print(gp <- myplot_bar(df=dates_df, ycol_names=paste0(var, ".hour.fctr"),
# xcol_name=rsp_var,
# colorcol_name=paste0(var, ".hour.fctr")))
keep_feats <- paste(var,
c(".POSIX", ".year.fctr", ".month.fctr", ".date.fctr", ".wkday.fctr",
".wkend", ".hour.fctr", ".minute.fctr", ".second.fctr"), sep="")
if (max_degree > 0)
keep_feats <- union(keep_feats, paste(var,
paste0(".day.minutes.poly.", 1:max_degree), sep=""))
keep_feats <- intersect(keep_feats, names(dates_df))
}
#myprint_df(dates_df)
return(dates_df[, keep_feats])
}
if (!is.null(glb_date_vars)) {
glb_allobs_df <- cbind(glb_allobs_df,
myextract_dates_df(df=glb_allobs_df, vars=glb_date_vars,
id_vars=glb_id_var, rsp_var=glb_rsp_var))
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
paste(glb_date_vars, c("", ".POSIX"), sep=""))
for (feat in glb_date_vars) {
glb_allobs_df <- orderBy(reformulate(paste0(feat, ".POSIX")), glb_allobs_df)
# print(myplot_scatter(glb_allobs_df, xcol_name=paste0(feat, ".POSIX"),
# ycol_name=glb_rsp_var, colorcol_name=glb_rsp_var))
print(myplot_scatter(glb_allobs_df[glb_allobs_df[, paste0(feat, ".POSIX")] >=
strptime("2012-12-01", "%Y-%m-%d"), ],
xcol_name=paste0(feat, ".POSIX"),
ycol_name=glb_rsp_var, colorcol_name=paste0(feat, ".wkend")))
# Create features that measure the gap between previous timestamp in the data
require(zoo)
z <- zoo(as.numeric(as.POSIXlt(glb_allobs_df[, paste0(feat, ".POSIX")])))
glb_allobs_df[, paste0(feat, ".zoo")] <- z
print(head(glb_allobs_df[, c(glb_id_var, feat, paste0(feat, ".zoo"))]))
print(myplot_scatter(glb_allobs_df[glb_allobs_df[, paste0(feat, ".POSIX")] >
strptime("2012-10-01", "%Y-%m-%d"), ],
xcol_name=paste0(feat, ".zoo"), ycol_name=glb_rsp_var,
colorcol_name=glb_rsp_var))
b <- zoo(, seq(nrow(glb_allobs_df)))
last1 <- as.numeric(merge(z-lag(z, -1), b, all=TRUE)); last1[is.na(last1)] <- 0
glb_allobs_df[, paste0(feat, ".last1.log")] <- log(1 + last1)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last1.log")] > 0, ],
ycol_names=paste0(feat, ".last1.log"),
xcol_name=glb_rsp_var))
last10 <- as.numeric(merge(z-lag(z, -10), b, all=TRUE)); last10[is.na(last10)] <- 0
glb_allobs_df[, paste0(feat, ".last10.log")] <- log(1 + last10)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last10.log")] > 0, ],
ycol_names=paste0(feat, ".last10.log"),
xcol_name=glb_rsp_var))
last100 <- as.numeric(merge(z-lag(z, -100), b, all=TRUE)); last100[is.na(last100)] <- 0
glb_allobs_df[, paste0(feat, ".last100.log")] <- log(1 + last100)
print(gp <- myplot_box(df=glb_allobs_df[glb_allobs_df[,
paste0(feat, ".last100.log")] > 0, ],
ycol_names=paste0(feat, ".last100.log"),
xcol_name=glb_rsp_var))
glb_allobs_df <- orderBy(reformulate(glb_id_var), glb_allobs_df)
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
c(paste0(feat, ".zoo")))
# all2$last3 = as.numeric(merge(z-lag(z, -3), b, all = TRUE))
# all2$last5 = as.numeric(merge(z-lag(z, -5), b, all = TRUE))
# all2$last10 = as.numeric(merge(z-lag(z, -10), b, all = TRUE))
# all2$last20 = as.numeric(merge(z-lag(z, -20), b, all = TRUE))
# all2$last50 = as.numeric(merge(z-lag(z, -50), b, all = TRUE))
#
#
# # order table
# all2 = all2[order(all2$id),]
#
# ## fill in NAs
# # count averages
# na.avg = all2 %>% group_by(weekend, hour) %>% dplyr::summarise(
# last1=mean(last1, na.rm=TRUE),
# last3=mean(last3, na.rm=TRUE),
# last5=mean(last5, na.rm=TRUE),
# last10=mean(last10, na.rm=TRUE),
# last20=mean(last20, na.rm=TRUE),
# last50=mean(last50, na.rm=TRUE)
# )
#
# # fill in averages
# na.merge = merge(all2, na.avg, by=c("weekend","hour"))
# na.merge = na.merge[order(na.merge$id),]
# for(i in c("last1", "last3", "last5", "last10", "last20", "last50")) {
# y = paste0(i, ".y")
# idx = is.na(all2[[i]])
# all2[idx,][[i]] <- na.merge[idx,][[y]]
# }
# rm(na.avg, na.merge, b, i, idx, n, pd, sec, sh, y, z)
}
}
# check distribution of all numeric data
dsp_numeric_feats_dstrb <- function(feats_vctr) {
for (feat in feats_vctr) {
print(sprintf("feat: %s", feat))
if (glb_is_regression)
gp <- myplot_scatter(df=glb_allobs_df, ycol_name=glb_rsp_var, xcol_name=feat,
smooth=TRUE)
if (glb_is_classification)
gp <- myplot_box(df=glb_allobs_df, ycol_names=feat, xcol_name=glb_rsp_var)
if (inherits(glb_allobs_df[, feat], "factor"))
gp <- gp + facet_wrap(reformulate(feat))
print(gp)
}
}
# dsp_numeric_vars_dstrb(setdiff(names(glb_allobs_df),
# union(myfind_chr_cols_df(glb_allobs_df),
# c(glb_rsp_var_raw, glb_rsp_var))))
add_new_diag_feats <- function(obs_df, ref_df=glb_allobs_df) {
require(plyr)
obs_df <- mutate(obs_df,
# <col_name>.NA=is.na(<col_name>),
# <col_name>.fctr=factor(<col_name>,
# as.factor(union(obs_df$<col_name>, obs_twin_df$<col_name>))),
# <col_name>.fctr=relevel(factor(<col_name>,
# as.factor(union(obs_df$<col_name>, obs_twin_df$<col_name>))),
# "<ref_val>"),
# <col2_name>.fctr=relevel(factor(ifelse(<col1_name> == <val>, "<oth_val>", "<ref_val>")),
# as.factor(c("R", "<ref_val>")),
# ref="<ref_val>"),
# This doesn't work - use sapply instead
# <col_name>.fctr_num=grep(<col_name>, levels(<col_name>.fctr)),
#
# Date.my=as.Date(strptime(Date, "%m/%d/%y %H:%M")),
# Year=year(Date.my),
# Month=months(Date.my),
# Weekday=weekdays(Date.my)
# <col_name>=<table>[as.character(<col2_name>)],
# <col_name>=as.numeric(<col2_name>),
# <col_name> = trunc(<col2_name> / 100),
.rnorm = rnorm(n=nrow(obs_df))
)
# If levels of a factor are different across obs_df & glb_newobs_df; predict.glm fails
# Transformations not handled by mutate
# obs_df$<col_name>.fctr.num <- sapply(1:nrow(obs_df),
# function(row_ix) grep(obs_df[row_ix, "<col_name>"],
# levels(obs_df[row_ix, "<col_name>.fctr"])))
#print(summary(obs_df))
#print(sapply(names(obs_df), function(col) sum(is.na(obs_df[, col]))))
return(obs_df)
}
glb_allobs_df <- add_new_diag_feats(glb_allobs_df)## Loading required package: plyrrequire(dplyr)## Loading required package: dplyr
##
## Attaching package: 'dplyr'
##
## The following objects are masked from 'package:plyr':
##
## arrange, count, desc, failwith, id, mutate, rename, summarise,
## summarize
##
## The following object is masked from 'package:stats':
##
## filter
##
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union#stop(here"); sav_allobs_df <- glb_allobs_df # glb_allobs_df <- sav_allobs_df
# Merge some <descriptor>
# glb_allobs_df$<descriptor>.my <- glb_allobs_df$<descriptor>
# glb_allobs_df[grepl("\\bAIRPORT\\b", glb_allobs_df$<descriptor>.my),
# "<descriptor>.my"] <- "AIRPORT"
# glb_allobs_df$<descriptor>.my <-
# plyr::revalue(glb_allobs_df$<descriptor>.my, c(
# "ABANDONED BUILDING" = "OTHER",
# "##" = "##"
# ))
# print(<descriptor>_freq_df <- mycreate_sqlxtab_df(glb_allobs_df, c("<descriptor>.my")))
# # print(dplyr::filter(<descriptor>_freq_df, grepl("(MEDICAL|DENTAL|OFFICE)", <descriptor>.my)))
# # print(dplyr::filter(dplyr::select(glb_allobs_df, -<var.zoo>),
# # grepl("STORE", <descriptor>.my)))
# glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features, "<descriptor>")
# Check distributions of newly transformed / extracted vars
# Enhancement: remove vars that were displayed ealier
dsp_numeric_feats_dstrb(feats_vctr=setdiff(names(glb_allobs_df),
c(myfind_chr_cols_df(glb_allobs_df), glb_rsp_var_raw, glb_rsp_var,
glb_exclude_vars_as_features)))## [1] "feat: WinterRain"
## [1] "feat: AGST"
## [1] "feat: HarvestRain"
## [1] "feat: Age"
## [1] "feat: FrancePop"
## [1] "feat: .rnorm"
# Convert factors to dummy variables
# Build splines require(splines); bsBasis <- bs(training$age, df=3)
#pairs(subset(glb_trnobs_df, select=-c(col_symbol)))
# Check for glb_newobs_df & glb_trnobs_df features range mismatches
# Other diagnostics:
# print(subset(glb_trnobs_df, <col1_name> == max(glb_trnobs_df$<col1_name>, na.rm=TRUE) &
# <col2_name> <= mean(glb_trnobs_df$<col1_name>, na.rm=TRUE)))
# print(glb_trnobs_df[which.max(glb_trnobs_df$<col_name>),])
# print(<col_name>_freq_glb_trnobs_df <- mycreate_tbl_df(glb_trnobs_df, "<col_name>"))
# print(which.min(table(glb_trnobs_df$<col_name>)))
# print(which.max(table(glb_trnobs_df$<col_name>)))
# print(which.max(table(glb_trnobs_df$<col1_name>, glb_trnobs_df$<col2_name>)[, 2]))
# print(table(glb_trnobs_df$<col1_name>, glb_trnobs_df$<col2_name>))
# print(table(is.na(glb_trnobs_df$<col1_name>), glb_trnobs_df$<col2_name>))
# print(table(sign(glb_trnobs_df$<col1_name>), glb_trnobs_df$<col2_name>))
# print(mycreate_xtab_df(glb_trnobs_df, <col1_name>))
# print(mycreate_xtab_df(glb_trnobs_df, c(<col1_name>, <col2_name>)))
# print(<col1_name>_<col2_name>_xtab_glb_trnobs_df <-
# mycreate_xtab_df(glb_trnobs_df, c("<col1_name>", "<col2_name>")))
# <col1_name>_<col2_name>_xtab_glb_trnobs_df[is.na(<col1_name>_<col2_name>_xtab_glb_trnobs_df)] <- 0
# print(<col1_name>_<col2_name>_xtab_glb_trnobs_df <-
# mutate(<col1_name>_<col2_name>_xtab_glb_trnobs_df,
# <col3_name>=(<col1_name> * 1.0) / (<col1_name> + <col2_name>)))
# print(mycreate_sqlxtab_df(glb_allobs_df, c("<col1_name>", "<col2_name>")))
# print(<col2_name>_min_entity_arr <-
# sort(tapply(glb_trnobs_df$<col1_name>, glb_trnobs_df$<col2_name>, min, na.rm=TRUE)))
# print(<col1_name>_na_by_<col2_name>_arr <-
# sort(tapply(glb_trnobs_df$<col1_name>.NA, glb_trnobs_df$<col2_name>, mean, na.rm=TRUE)))
# Other plots:
# print(myplot_box(df=glb_trnobs_df, ycol_names="<col1_name>"))
# print(myplot_box(df=glb_trnobs_df, ycol_names="<col1_name>", xcol_name="<col2_name>"))
# print(myplot_line(subset(glb_trnobs_df, Symbol %in% c("CocaCola", "ProcterGamble")),
# "Date.POSIX", "StockPrice", facet_row_colnames="Symbol") +
# geom_vline(xintercept=as.numeric(as.POSIXlt("2003-03-01"))) +
# geom_vline(xintercept=as.numeric(as.POSIXlt("1983-01-01")))
# )
# print(myplot_line(subset(glb_trnobs_df, Date.POSIX > as.POSIXct("2004-01-01")),
# "Date.POSIX", "StockPrice") +
# geom_line(aes(color=Symbol)) +
# coord_cartesian(xlim=c(as.POSIXct("1990-01-01"),
# as.POSIXct("2000-01-01"))) +
# coord_cartesian(ylim=c(0, 250)) +
# geom_vline(xintercept=as.numeric(as.POSIXlt("1997-09-01"))) +
# geom_vline(xintercept=as.numeric(as.POSIXlt("1997-11-01")))
# )
# print(myplot_scatter(glb_allobs_df, "<col1_name>", "<col2_name>", smooth=TRUE))
# print(myplot_scatter(glb_allobs_df, "<col1_name>", "<col2_name>", colorcol_name="<Pred.fctr>") +
# geom_point(data=subset(glb_allobs_df, <condition>),
# mapping=aes(x=<x_var>, y=<y_var>), color="red", shape=4, size=5))
rm(srt_allobs_df, last1, last10, last100, pd)## Warning in rm(srt_allobs_df, last1, last10, last100, pd): object
## 'srt_allobs_df' not found## Warning in rm(srt_allobs_df, last1, last10, last100, pd): object 'last1'
## not found## Warning in rm(srt_allobs_df, last1, last10, last100, pd): object 'last10'
## not found## Warning in rm(srt_allobs_df, last1, last10, last100, pd): object 'last100'
## not found## Warning in rm(srt_allobs_df, last1, last10, last100, pd): object 'pd' not
## foundglb_chunks_df <- myadd_chunk(glb_chunks_df, "scrub.data", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 2 inspect.data 2 0 9.635 12.848 3.213
## 3 scrub.data 2 1 12.849 NA NAStep 2.1: scrub data
# Options:
# 1. Not fill missing vars
# 2. Fill missing numerics with a different algorithm
# 3. Fill missing chars with data based on clusters
mycheck_problem_data(glb_allobs_df)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## named list()# if (!is.null(glb_force_0_to_NA_vars)) {
# for (feat in glb_force_0_to_NA_vars) {
# warning("Forcing ", sum(glb_allobs_df[, feat] == 0),
# " obs with ", feat, " 0s to NAs")
# glb_allobs_df[glb_allobs_df[, feat] == 0, feat] <- NA
# }
# }
mycheck_problem_data(glb_allobs_df)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## named list()dsp_catgs <- function() {
print("NewsDesk:")
print(table(glb_allobs_df$NewsDesk))
print("SectionName:")
print(table(glb_allobs_df$SectionName))
print("SubsectionName:")
print(table(glb_allobs_df$SubsectionName))
}
# sel_obs <- function(Popular=NULL,
# NewsDesk=NULL, SectionName=NULL, SubsectionName=NULL,
# Headline.contains=NULL, Snippet.contains=NULL, Abstract.contains=NULL,
# Headline.pfx=NULL, NewsDesk.nb=NULL, .clusterid=NULL, myCategory=NULL,
# perl=FALSE) {
sel_obs <- function(vars_lst) {
tmp_df <- glb_allobs_df
# Does not work for Popular == NAs ???
if (!is.null(Popular)) {
if (is.na(Popular))
tmp_df <- tmp_df[is.na(tmp_df$Popular), ] else
tmp_df <- tmp_df[tmp_df$Popular == Popular, ]
}
if (!is.null(NewsDesk))
tmp_df <- tmp_df[tmp_df$NewsDesk == NewsDesk, ]
if (!is.null(SectionName))
tmp_df <- tmp_df[tmp_df$SectionName == SectionName, ]
if (!is.null(SubsectionName))
tmp_df <- tmp_df[tmp_df$SubsectionName == SubsectionName, ]
if (!is.null(Headline.contains))
tmp_df <-
tmp_df[grep(Headline.contains, tmp_df$Headline, perl=perl), ]
if (!is.null(Snippet.contains))
tmp_df <-
tmp_df[grep(Snippet.contains, tmp_df$Snippet, perl=perl), ]
if (!is.null(Abstract.contains))
tmp_df <-
tmp_df[grep(Abstract.contains, tmp_df$Abstract, perl=perl), ]
if (!is.null(Headline.pfx)) {
if (length(grep("Headline.pfx", names(tmp_df), fixed=TRUE, value=TRUE))
> 0) tmp_df <-
tmp_df[tmp_df$Headline.pfx == Headline.pfx, ] else
warning("glb_allobs_df does not contain Headline.pfx; ignoring that filter")
}
if (!is.null(NewsDesk.nb)) {
if (any(grepl("NewsDesk.nb", names(tmp_df), fixed=TRUE)) > 0)
tmp_df <-
tmp_df[tmp_df$NewsDesk.nb == NewsDesk.nb, ] else
warning("glb_allobs_df does not contain NewsDesk.nb; ignoring that filter")
}
if (!is.null(.clusterid)) {
if (any(grepl(".clusterid", names(tmp_df), fixed=TRUE)) > 0)
tmp_df <-
tmp_df[tmp_df$clusterid == clusterid, ] else
warning("glb_allobs_df does not contain clusterid; ignoring that filter") }
if (!is.null(myCategory)) {
if (!(myCategory %in% names(glb_allobs_df)))
tmp_df <-
tmp_df[tmp_df$myCategory == myCategory, ] else
warning("glb_allobs_df does not contain myCategory; ignoring that filter")
}
return(glb_allobs_df$UniqueID %in% tmp_df$UniqueID)
}
dsp_obs <- function(..., cols=c(NULL), all=FALSE) {
tmp_df <- glb_allobs_df[sel_obs(...),
union(c("UniqueID", "Popular", "myCategory", "Headline"), cols), FALSE]
if(all) { print(tmp_df) } else { myprint_df(tmp_df) }
}
#dsp_obs(Popular=1, NewsDesk="", SectionName="", Headline.contains="Boehner")
# dsp_obs(Popular=1, NewsDesk="", SectionName="")
# dsp_obs(Popular=NA, NewsDesk="", SectionName="")
dsp_tbl <- function(...) {
tmp_entity_df <- glb_allobs_df[sel_obs(...), ]
tmp_tbl <- table(tmp_entity_df$NewsDesk,
tmp_entity_df$SectionName,
tmp_entity_df$SubsectionName,
tmp_entity_df$Popular, useNA="ifany")
#print(names(tmp_tbl))
#print(dimnames(tmp_tbl))
print(tmp_tbl)
}
dsp_hdlxtab <- function(str)
print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains=str), ],
c("Headline.pfx", "Headline", glb_rsp_var)))
#dsp_hdlxtab("(1914)|(1939)")
dsp_catxtab <- function(str)
print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains=str), ],
c("Headline.pfx", "NewsDesk", "SectionName", "SubsectionName", glb_rsp_var)))
# dsp_catxtab("1914)|(1939)")
# dsp_catxtab("19(14|39|64):")
# dsp_catxtab("19..:")
# Create myCategory <- NewsDesk#SectionName#SubsectionName
# Fix some data before merging categories
# glb_allobs_df[sel_obs(Headline.contains="Your Turn:", NewsDesk=""),
# "NewsDesk"] <- "Styles"
# glb_allobs_df[sel_obs(Headline.contains="School", NewsDesk="", SectionName="U.S.",
# SubsectionName=""),
# "SubsectionName"] <- "Education"
# glb_allobs_df[sel_obs(Headline.contains="Today in Small Business:", NewsDesk="Business"),
# "SectionName"] <- "Business Day"
# glb_allobs_df[sel_obs(Headline.contains="Today in Small Business:", NewsDesk="Business"),
# "SubsectionName"] <- "Small Business"
# glb_allobs_df[sel_obs(Headline.contains="Readers Respond:"),
# "SectionName"] <- "Opinion"
# glb_allobs_df[sel_obs(Headline.contains="Readers Respond:"),
# "SubsectionName"] <- "Room For Debate"
# glb_allobs_df[sel_obs(NewsDesk="Business", SectionName="", SubsectionName="", Popular=NA),
# "SubsectionName"] <- "Small Business"
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% c(7973),
# c("UniqueID", "Headline", "myCategory", "NewsDesk", "SectionName", "SubsectionName")])
#
# glb_allobs_df[sel_obs(NewsDesk="Business", SectionName="", SubsectionName=""),
# "SectionName"] <- "Technology"
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% c(5076, 5736, 5924, 5911, 6532),
# c("UniqueID", "Headline", "myCategory", "NewsDesk", "SectionName", "SubsectionName")])
#
# glb_allobs_df[sel_obs(SectionName="Health"),
# "NewsDesk"] <- "Science"
# glb_allobs_df[sel_obs(SectionName="Travel"),
# "NewsDesk"] <- "Travel"
#
# glb_allobs_df[sel_obs(SubsectionName="Fashion & Style"),
# "SectionName"] <- ""
# glb_allobs_df[sel_obs(SubsectionName="Fashion & Style"),
# "SubsectionName"] <- ""
# glb_allobs_df[sel_obs(NewsDesk="Styles", SectionName="", SubsectionName="", Popular=1),
# "SectionName"] <- "U.S."
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% c(5486),
# c("UniqueID", "Headline", "myCategory", "NewsDesk", "SectionName", "SubsectionName")])
#
# glb_allobs_df$myCategory <- paste(glb_allobs_df$NewsDesk,
# glb_allobs_df$SectionName,
# glb_allobs_df$SubsectionName,
# sep="#")
# dsp_obs( Headline.contains="Music:"
# #,NewsDesk=""
# #,SectionName=""
# #,SubsectionName="Fashion & Style"
# #,Popular=1 #NA
# ,cols= c("UniqueID", "Headline", "Popular", "myCategory",
# "NewsDesk", "SectionName", "SubsectionName"),
# all=TRUE)
# dsp_obs( Headline.contains="."
# ,NewsDesk=""
# ,SectionName="Opinion"
# ,SubsectionName=""
# #,Popular=1 #NA
# ,cols= c("UniqueID", "Headline", "Popular", "myCategory",
# "NewsDesk", "SectionName", "SubsectionName"),
# all=TRUE)
# Merge some categories
# glb_allobs_df$myCategory <-
# plyr::revalue(glb_allobs_df$myCategory, c(
# "#Business Day#Dealbook" = "Business#Business Day#Dealbook",
# "#Business Day#Small Business" = "Business#Business Day#Small Business",
# "#Crosswords/Games#" = "Business#Crosswords/Games#",
# "Business##" = "Business#Technology#",
# "#Open#" = "Business#Technology#",
# "#Technology#" = "Business#Technology#",
#
# "#Arts#" = "Culture#Arts#",
# "Culture##" = "Culture#Arts#",
#
# "#World#Asia Pacific" = "Foreign#World#Asia Pacific",
# "Foreign##" = "Foreign#World#",
#
# "#N.Y. / Region#" = "Metro#N.Y. / Region#",
#
# "#Opinion#" = "OpEd#Opinion#",
# "OpEd##" = "OpEd#Opinion#",
#
# "#Health#" = "Science#Health#",
# "Science##" = "Science#Health#",
#
# "Styles##" = "Styles##Fashion",
# "Styles#Health#" = "Science#Health#",
# "Styles#Style#Fashion & Style" = "Styles##Fashion",
#
# "#Travel#" = "Travel#Travel#",
#
# "Magazine#Magazine#" = "myOther",
# "National##" = "myOther",
# "National#U.S.#Politics" = "myOther",
# "Sports##" = "myOther",
# "Sports#Sports#" = "myOther",
# "#U.S.#" = "myOther",
#
#
# # "Business##Small Business" = "Business#Business Day#Small Business",
# #
# # "#Opinion#" = "#Opinion#Room For Debate",
# "##" = "##"
# # "Business##" = "Business#Business Day#Dealbook",
# # "Foreign#World#" = "Foreign##",
# # "#Open#" = "Other",
# # "#Opinion#The Public Editor" = "OpEd#Opinion#",
# # "Styles#Health#" = "Styles##",
# # "Styles#Style#Fashion & Style" = "Styles##",
# # "#U.S.#" = "#U.S.#Education",
# ))
# ctgry_xtab_df <- orderBy(reformulate(c("-", ".n")),
# mycreate_sqlxtab_df(glb_allobs_df,
# c("myCategory", "NewsDesk", "SectionName", "SubsectionName", glb_rsp_var)))
# myprint_df(ctgry_xtab_df)
# write.table(ctgry_xtab_df, paste0(glb_out_pfx, "ctgry_xtab.csv"),
# row.names=FALSE)
# ctgry_cast_df <- orderBy(~ -Y -NA, dcast(ctgry_xtab_df,
# myCategory + NewsDesk + SectionName + SubsectionName ~
# Popular.fctr, sum, value.var=".n"))
# myprint_df(ctgry_cast_df)
# write.table(ctgry_cast_df, paste0(glb_out_pfx, "ctgry_cast.csv"),
# row.names=FALSE)
# print(ctgry_sum_tbl <- table(glb_allobs_df$myCategory, glb_allobs_df[, glb_rsp_var],
# useNA="ifany"))
dsp_chisq.test <- function(...) {
sel_df <- glb_allobs_df[sel_obs(...) &
!is.na(glb_allobs_df$Popular), ]
sel_df$.marker <- 1
ref_df <- glb_allobs_df[!is.na(glb_allobs_df$Popular), ]
mrg_df <- merge(ref_df[, c(glb_id_var, "Popular")],
sel_df[, c(glb_id_var, ".marker")], all.x=TRUE)
mrg_df[is.na(mrg_df)] <- 0
print(mrg_tbl <- table(mrg_df$.marker, mrg_df$Popular))
print("Rows:Selected; Cols:Popular")
#print(mrg_tbl)
print(chisq.test(mrg_tbl))
}
# dsp_chisq.test(Headline.contains="[Ee]bola")
# dsp_chisq.test(Snippet.contains="[Ee]bola")
# dsp_chisq.test(Abstract.contains="[Ee]bola")
# print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains="[Ee]bola"), ],
# c(glb_rsp_var, "NewsDesk", "SectionName", "SubsectionName")))
# print(table(glb_allobs_df$NewsDesk, glb_allobs_df$SectionName))
# print(table(glb_allobs_df$SectionName, glb_allobs_df$SubsectionName))
# print(table(glb_allobs_df$NewsDesk, glb_allobs_df$SectionName, glb_allobs_df$SubsectionName))
# glb_allobs_df$myCategory.fctr <- as.factor(glb_allobs_df$myCategory)
# glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
# c("myCategory", "NewsDesk", "SectionName", "SubsectionName"))
# Copy Headline into Snipper & Abstract if they are empty
# print(glb_allobs_df[nchar(glb_allobs_df[, "Snippet"]) == 0, c("Headline", "Snippet")])
# print(glb_allobs_df[glb_allobs_df$Headline == glb_allobs_df$Snippet,
# c("UniqueID", "Headline", "Snippet")])
# glb_allobs_df[nchar(glb_allobs_df[, "Snippet"]) == 0, "Snippet"] <-
# glb_allobs_df[nchar(glb_allobs_df[, "Snippet"]) == 0, "Headline"]
#
# print(glb_allobs_df[nchar(glb_allobs_df[, "Abstract"]) == 0, c("Headline", "Abstract")])
# print(glb_allobs_df[glb_allobs_df$Headline == glb_allobs_df$Abstract,
# c("UniqueID", "Headline", "Abstract")])
# glb_allobs_df[nchar(glb_allobs_df[, "Abstract"]) == 0, "Abstract"] <-
# glb_allobs_df[nchar(glb_allobs_df[, "Abstract"]) == 0, "Headline"]
# WordCount_0_df <- subset(glb_allobs_df, WordCount == 0)
# table(WordCount_0_df$Popular, WordCount_0_df$WordCount, useNA="ifany")
# myprint_df(WordCount_0_df[,
# c("UniqueID", "Popular", "WordCount", "Headline")])Step 2.1: scrub data
glb_chunks_df <- myadd_chunk(glb_chunks_df, "transform.data", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 3 scrub.data 2 1 12.849 13.784 0.935
## 4 transform.data 2 2 13.784 NA NA### Mapping dictionary
#sav_allobs_df <- glb_allobs_df; glb_allobs_df <- sav_allobs_df
if (!is.null(glb_map_vars)) {
for (feat in glb_map_vars) {
map_df <- myimport_data(url=glb_map_urls[[feat]],
comment="map_df",
print_diagn=TRUE)
glb_allobs_df <- mymap_codes(glb_allobs_df, feat, names(map_df)[2],
map_df, map_join_col_name=names(map_df)[1],
map_tgt_col_name=names(map_df)[2])
}
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_map_vars)
}
### Forced Assignments
#stop(here"); sav_allobs_df <- glb_allobs_df; glb_allobs_df <- sav_allobs_df
for (feat in glb_assign_vars) {
new_feat <- paste0(feat, ".my")
print(sprintf("Forced Assignments for: %s -> %s...", feat, new_feat))
glb_allobs_df[, new_feat] <- glb_allobs_df[, feat]
pairs <- glb_assign_pairs_lst[[feat]]
for (pair_ix in 1:length(pairs$from)) {
if (is.na(pairs$from[pair_ix]))
nobs <- nrow(filter(glb_allobs_df,
is.na(eval(parse(text=feat),
envir=glb_allobs_df)))) else
nobs <- sum(glb_allobs_df[, feat] == pairs$from[pair_ix])
#nobs <- nrow(filter(glb_allobs_df, is.na(Married.fctr))) ; print(nobs)
if ((is.na(pairs$from[pair_ix])) && (is.na(pairs$to[pair_ix])))
stop("what are you trying to do ???")
if (is.na(pairs$from[pair_ix]))
glb_allobs_df[is.na(glb_allobs_df[, feat]), new_feat] <-
pairs$to[pair_ix] else
glb_allobs_df[glb_allobs_df[, feat] == pairs$from[pair_ix], new_feat] <-
pairs$to[pair_ix]
print(sprintf(" %s -> %s for %s obs",
pairs$from[pair_ix], pairs$to[pair_ix], format(nobs, big.mark=",")))
}
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_assign_vars)
}
### Transformations using mapping functions
#stop(here"); sav_allobs_df <- glb_allobs_df; glb_allobs_df <- sav_allobs_df
for (feat in glb_transform_vars) {
new_feat <- paste0(feat, glb_transform_lst[[feat]]$sfx)
print(sprintf("Applying mapping function for: %s -> %s...", feat, new_feat))
glb_allobs_df[, new_feat] <- glb_transform_lst[[feat]]$mapfn(glb_allobs_df[, feat])
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, glb_transform_vars)
}Step 2.2: transform data
glb_chunks_df <- myadd_chunk(glb_chunks_df, "manage.missing.data", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 4 transform.data 2 2 13.784 13.819 0.035
## 5 manage.missing.data 2 3 13.819 NA NA# print(sapply(names(glb_trnobs_df), function(col) sum(is.na(glb_trnobs_df[, col]))))
# print(sapply(names(glb_newobs_df), function(col) sum(is.na(glb_newobs_df[, col]))))
# glb_trnobs_df <- na.omit(glb_trnobs_df)
# glb_newobs_df <- na.omit(glb_newobs_df)
# df[is.na(df)] <- 0
mycheck_problem_data(glb_allobs_df)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## named list()# Not refactored into mydsutils.R since glb_*_df might be reassigned
glb_impute_missing_data <- function() {
require(mice)
set.seed(glb_mice_complete.seed)
inp_impent_df <- glb_allobs_df[, setdiff(names(glb_allobs_df),
union(glb_exclude_vars_as_features, glb_rsp_var))]
print("Summary before imputation: ")
print(summary(inp_impent_df))
out_impent_df <- complete(mice(inp_impent_df))
print(summary(out_impent_df))
# complete(mice()) changes attributes of factors even though values don't change
ret_vars <- sapply(names(out_impent_df),
function(col) ifelse(!identical(out_impent_df[, col], inp_impent_df[, col]),
col, ""))
ret_vars <- ret_vars[ret_vars != ""]
return(out_impent_df[, ret_vars])
}
if (glb_impute_na_data &&
(length(myfind_numerics_missing(glb_allobs_df)) > 0) &&
(ncol(nonna_df <- glb_impute_missing_data()) > 0)) {
for (col in names(nonna_df)) {
glb_allobs_df[, paste0(col, ".nonNA")] <- nonna_df[, col]
glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features, col)
}
}
mycheck_problem_data(glb_allobs_df, terminate = TRUE)## [1] "numeric data missing in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ 0s in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ Infs in glb_allobs_df: "
## named integer(0)
## [1] "numeric data w/ NaNs in glb_allobs_df: "
## named integer(0)
## [1] "string data missing in glb_allobs_df: "
## named list()Step 2.3: manage missing data
#```{r extract_features, cache=FALSE, eval=!is.null(glb_txt_vars)}
glb_chunks_df <- myadd_chunk(glb_chunks_df, "extract.features", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 5 manage.missing.data 2 3 13.819 13.88 0.061
## 6 extract.features 3 0 13.881 NA NAextract.features_chunk_df <- myadd_chunk(NULL, "extract.features_bgn")## label step_major step_minor bgn end elapsed
## 1 extract.features_bgn 1 0 13.886 NA NA# Options:
# Select Tf, log(1 + Tf), Tf-IDF or BM25Tf-IDf
# Create new features that help prediction
# <col_name>.lag.2 <- lag(zoo(glb_trnobs_df$<col_name>), -2, na.pad=TRUE)
# glb_trnobs_df[, "<col_name>.lag.2"] <- coredata(<col_name>.lag.2)
# <col_name>.lag.2 <- lag(zoo(glb_newobs_df$<col_name>), -2, na.pad=TRUE)
# glb_newobs_df[, "<col_name>.lag.2"] <- coredata(<col_name>.lag.2)
#
# glb_newobs_df[1, "<col_name>.lag.2"] <- glb_trnobs_df[nrow(glb_trnobs_df) - 1,
# "<col_name>"]
# glb_newobs_df[2, "<col_name>.lag.2"] <- glb_trnobs_df[nrow(glb_trnobs_df),
# "<col_name>"]
# glb_allobs_df <- mutate(glb_allobs_df,
# A.P.http=ifelse(grepl("http",Added,fixed=TRUE), 1, 0)
# )
#
# glb_trnobs_df <- mutate(glb_trnobs_df,
# )
#
# glb_newobs_df <- mutate(glb_newobs_df,
# )
# Create factors of string variables
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "factorize.str.vars"), major.inc=TRUE)## label step_major step_minor bgn end
## 1 extract.features_bgn 1 0 13.886 13.894
## 2 extract.features_factorize.str.vars 2 0 13.894 NA
## elapsed
## 1 0.008
## 2 NA#stop(here"); sav_allobs_df <- glb_allobs_df; #glb_allobs_df <- sav_allobs_df
print(str_vars <- myfind_chr_cols_df(glb_allobs_df))## .src
## ".src"if (length(str_vars <- setdiff(str_vars,
glb_exclude_vars_as_features)) > 0) {
for (var in str_vars) {
warning("Creating factors of string variable: ", var,
": # of unique values: ", length(unique(glb_allobs_df[, var])))
glb_allobs_df[, paste0(var, ".fctr")] <- factor(glb_allobs_df[, var],
as.factor(unique(glb_allobs_df[, var])))
# glb_trnobs_df[, paste0(var, ".fctr")] <- factor(glb_trnobs_df[, var],
# as.factor(unique(glb_allobs_df[, var])))
# glb_newobs_df[, paste0(var, ".fctr")] <- factor(glb_newobs_df[, var],
# as.factor(unique(glb_allobs_df[, var])))
}
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features, str_vars)
}
if (!is.null(glb_txt_vars)) {
require(foreach)
require(gsubfn)
require(stringr)
require(tm)
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "process.text"), major.inc=TRUE)
chk_pattern_freq <- function(re_str, ignore.case=TRUE) {
match_mtrx <- str_extract_all(txt_vctr, regex(re_str, ignore_case=ignore.case),
simplify=TRUE)
match_df <- as.data.frame(match_mtrx[match_mtrx != ""])
names(match_df) <- "pattern"
return(mycreate_sqlxtab_df(match_df, "pattern"))
}
#tmp_freq_df <- chk_pattern_freq("\\bNew (\\w)+", ignore.case=FALSE)
#subset(chk_pattern_freq("\\bNew (\\w)+", ignore.case=FALSE), grepl("New [[:upper:]]", pattern))
#chk_pattern_freq("\\bnew (\\W)+")
chk_subfn <- function(pos_ix) {
re_str <- gsubfn_args_lst[["re_str"]][[pos_ix]]
print("re_str:"); print(re_str)
rp_frmla <- gsubfn_args_lst[["rp_frmla"]][[pos_ix]]
print("rp_frmla:"); print(rp_frmla, showEnv=FALSE)
tmp_vctr <- grep(re_str, txt_vctr, value=TRUE, ignore.case=TRUE)[1:5]
print("Before:")
print(tmp_vctr)
print("After:")
print(gsubfn(re_str, rp_frmla, tmp_vctr, ignore.case=TRUE))
}
#chk_subfn(1)
myapply_gsub <- function(...) {
if ((length_lst <- length(names(gsub_map_lst))) == 0)
return(txt_vctr)
for (ptn_ix in 1:length_lst) {
print(sprintf("running gsub for %02d (of %02d): #%s#...", ptn_ix,
length(names(gsub_map_lst)), names(gsub_map_lst)[ptn_ix]))
txt_vctr <- gsub(names(gsub_map_lst)[ptn_ix], gsub_map_lst[[ptn_ix]],
txt_vctr, ...)
}
return(txt_vctr)
}
myapply_txtmap <- function(txt_vctr, ...) {
nrows <- nrow(glb_txt_map_df)
for (ptn_ix in 1:nrows) {
print(sprintf("running gsub for %02d (of %02d): #%s#...", ptn_ix,
nrows, glb_txt_map_df[ptn_ix, "rex_str"]))
txt_vctr <- gsub(glb_txt_map_df[ptn_ix, "rex_str"],
glb_txt_map_df[ptn_ix, "rpl_str"],
txt_vctr, ...)
}
return(txt_vctr)
}
chk.equal <- function(bgn, end) {
print(all.equal(sav_txt_lst[["Headline"]][bgn:end], glb_txt_lst[["Headline"]][bgn:end]))
}
dsp.equal <- function(bgn, end) {
print(sav_txt_lst[["Headline"]][bgn:end])
print(glb_txt_lst[["Headline"]][bgn:end])
}
#sav_txt_lst <- glb_txt_lst; all.equal(sav_txt_lst, glb_txt_lst)
#all.equal(sav_txt_lst[["Headline"]][1:4200], glb_txt_lst[["Headline"]][1:4200])
#all.equal(sav_txt_lst[["Headline"]][1:2000], glb_txt_lst[["Headline"]][1:2000])
#all.equal(sav_txt_lst[["Headline"]][1:1000], glb_txt_lst[["Headline"]][1:1000])
#all.equal(sav_txt_lst[["Headline"]][1:500], glb_txt_lst[["Headline"]][1:500])
#all.equal(sav_txt_lst[["Headline"]][1:200], glb_txt_lst[["Headline"]][1:200])
#all.equal(sav_txt_lst[["Headline"]][1:100], glb_txt_lst[["Headline"]][1:100])
#chk.equal( 1, 100)
#chk.equal(51, 100)
#chk.equal(81, 100)
#chk.equal(81, 90)
#chk.equal(81, 85)
#chk.equal(86, 90)
#chk.equal(96, 100)
#dsp.equal(86, 90)
glb_txt_map_df <- read.csv("mytxt_map.csv", comment.char="#", strip.white=TRUE)
glb_txt_lst <- list();
print(sprintf("Building glb_txt_lst..."))
glb_txt_lst <- foreach(txt_var=glb_txt_vars) %dopar% {
# for (txt_var in glb_txt_vars) {
txt_vctr <- glb_allobs_df[, txt_var]
# myapply_txtmap shd be created as a tm_map::content_transformer ?
#print(glb_txt_map_df)
#txt_var=glb_txt_vars[3]; txt_vctr <- glb_txt_lst[[txt_var]]
#print(rex_str <- glb_txt_map_df[glb_txt_map_df$rex_str == "\\bWall St\\.", "rex_str"])
#print(rex_str <- glb_txt_map_df[grepl("du Pont", glb_txt_map_df$rex_str), "rex_str"])
#print(rex_str <- glb_txt_map_df[glb_txt_map_df$rpl_str == "versus", "rex_str"])
#print(tmp_vctr <- grep(rex_str, txt_vctr, value=TRUE, ignore.case=FALSE))
#ret_lst <- regexec(rex_str, txt_vctr, ignore.case=FALSE); ret_lst <- regmatches(txt_vctr, ret_lst); ret_vctr <- sapply(1:length(ret_lst), function(pos_ix) ifelse(length(ret_lst[[pos_ix]]) > 0, ret_lst[[pos_ix]], "")); print(ret_vctr <- ret_vctr[ret_vctr != ""])
#gsub(rex_str, glb_txt_map_df[glb_txt_map_df$rex_str == rex_str, "rpl_str"], tmp_vctr, ignore.case=FALSE)
#grep("Hong Hong", txt_vctr, value=TRUE)
txt_vctr <- myapply_txtmap(txt_vctr, ignore.case=FALSE)
}
names(glb_txt_lst) <- glb_txt_vars
for (txt_var in glb_txt_vars) {
print(sprintf("Remaining Acronyms in %s:", txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(tmp_vctr <- grep("[[:upper:]]\\.", txt_vctr, value=TRUE, ignore.case=FALSE))
}
for (txt_var in glb_txt_vars) {
re_str <- "\\b(Fort|Ft\\.|Hong|Las|Los|New|Puerto|Saint|San|St\\.)( |-)(\\w)+"
print(sprintf("Remaining #%s# terms in %s: ", re_str, txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(orderBy(~ -.n +pattern, subset(chk_pattern_freq(re_str, ignore.case=FALSE),
grepl("( |-)[[:upper:]]", pattern))))
print(" consider cleaning if relevant to problem domain; geography name; .n > 1")
#grep("New G", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("St\\. Wins", txt_vctr, value=TRUE, ignore.case=FALSE)
}
for (txt_var in glb_txt_vars) {
re_str <- "\\b(N|S|E|W|C)( |\\.)(\\w)+"
print(sprintf("Remaining #%s# terms in %s: ", re_str, txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(orderBy(~ -.n +pattern, subset(chk_pattern_freq(re_str, ignore.case=FALSE),
grepl(".", pattern))))
#grep("N Weaver", txt_vctr, value=TRUE, ignore.case=FALSE)
}
for (txt_var in glb_txt_vars) {
re_str <- "\\b(North|South|East|West|Central)( |\\.)(\\w)+"
print(sprintf("Remaining #%s# terms in %s: ", re_str, txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
print(orderBy(~ -.n +pattern, subset(chk_pattern_freq(re_str, ignore.case=FALSE),
grepl(".", pattern))))
#grep("Central (African|Bankers|Cast|Italy|Role|Spring)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("East (Africa|Berlin|London|Poland|Rivals|Spring)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("North (American|Korean|West)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("South (Pacific|Street)", txt_vctr, value=TRUE, ignore.case=FALSE)
#grep("St\\. Martins", txt_vctr, value=TRUE, ignore.case=FALSE)
}
find_cmpnd_wrds <- function(txt_vctr) {
txt_corpus <- Corpus(VectorSource(txt_vctr))
txt_corpus <- tm_map(txt_corpus, tolower)
txt_corpus <- tm_map(txt_corpus, PlainTextDocument)
txt_corpus <- tm_map(txt_corpus, removePunctuation,
preserve_intra_word_dashes=TRUE)
full_Tf_DTM <- DocumentTermMatrix(txt_corpus,
control=list(weighting=weightTf))
print(" Full TermMatrix:"); print(full_Tf_DTM)
full_Tf_mtrx <- as.matrix(full_Tf_DTM)
rownames(full_Tf_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
full_Tf_vctr <- colSums(full_Tf_mtrx)
names(full_Tf_vctr) <- dimnames(full_Tf_DTM)[[2]]
#grep("year", names(full_Tf_vctr), value=TRUE)
#which.max(full_Tf_mtrx[, "yearlong"])
full_Tf_df <- as.data.frame(full_Tf_vctr)
names(full_Tf_df) <- "Tf.full"
full_Tf_df$term <- rownames(full_Tf_df)
#full_Tf_df$freq.full <- colSums(full_Tf_mtrx != 0)
full_Tf_df <- orderBy(~ -Tf.full, full_Tf_df)
cmpnd_Tf_df <- full_Tf_df[grep("-", full_Tf_df$term, value=TRUE) ,]
filter_df <- read.csv("mytxt_compound.csv", comment.char="#", strip.white=TRUE)
cmpnd_Tf_df$filter <- FALSE
for (row_ix in 1:nrow(filter_df))
cmpnd_Tf_df[!cmpnd_Tf_df$filter, "filter"] <-
grepl(filter_df[row_ix, "rex_str"],
cmpnd_Tf_df[!cmpnd_Tf_df$filter, "term"], ignore.case=TRUE)
cmpnd_Tf_df <- subset(cmpnd_Tf_df, !filter)
# Bug in tm_map(txt_corpus, removePunctuation, preserve_intra_word_dashes=TRUE) ???
# "net-a-porter" gets converted to "net-aporter"
#grep("net-a-porter", txt_vctr, ignore.case=TRUE, value=TRUE)
#grep("maser-laser", txt_vctr, ignore.case=TRUE, value=TRUE)
#txt_corpus[[which(grepl("net-a-porter", txt_vctr, ignore.case=TRUE))]]
#grep("\\b(across|longer)-(\\w)", cmpnd_Tf_df$term, ignore.case=TRUE, value=TRUE)
#grep("(\\w)-(affected|term)\\b", cmpnd_Tf_df$term, ignore.case=TRUE, value=TRUE)
print(sprintf("nrow(cmpnd_Tf_df): %d", nrow(cmpnd_Tf_df)))
myprint_df(cmpnd_Tf_df)
}
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "process.text_reporting_compound_terms"), major.inc=FALSE)
for (txt_var in glb_txt_vars) {
print(sprintf("Remaining compound terms in %s: ", txt_var))
txt_vctr <- glb_txt_lst[[txt_var]]
# find_cmpnd_wrds(txt_vctr)
#grep("thirty-five", txt_vctr, ignore.case=TRUE, value=TRUE)
#rex_str <- glb_txt_map_df[grepl("hirty", glb_txt_map_df$rex_str), "rex_str"]
}
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "build.corpus"), major.inc=TRUE)
glb_corpus_lst <- list()
print(sprintf("Building glb_corpus_lst..."))
glb_corpus_lst <- foreach(txt_var=glb_txt_vars) %dopar% {
# for (txt_var in glb_txt_vars) {
txt_corpus <- Corpus(VectorSource(glb_txt_lst[[txt_var]]))
txt_corpus <- tm_map(txt_corpus, tolower) #nuppr
txt_corpus <- tm_map(txt_corpus, PlainTextDocument)
txt_corpus <- tm_map(txt_corpus, removePunctuation) #npnct<chr_ix>
# txt-corpus <- tm_map(txt_corpus, content_transformer(function(x, pattern) gsub(pattern, "", x))
# Not to be run in production
inspect_terms <- function() {
full_Tf_DTM <- DocumentTermMatrix(txt_corpus,
control=list(weighting=weightTf))
print(" Full TermMatrix:"); print(full_Tf_DTM)
full_Tf_mtrx <- as.matrix(full_Tf_DTM)
rownames(full_Tf_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
full_Tf_vctr <- colSums(full_Tf_mtrx)
names(full_Tf_vctr) <- dimnames(full_Tf_DTM)[[2]]
#grep("year", names(full_Tf_vctr), value=TRUE)
#which.max(full_Tf_mtrx[, "yearlong"])
full_Tf_df <- as.data.frame(full_Tf_vctr)
names(full_Tf_df) <- "Tf.full"
full_Tf_df$term <- rownames(full_Tf_df)
#full_Tf_df$freq.full <- colSums(full_Tf_mtrx != 0)
full_Tf_df <- orderBy(~ -Tf.full +term, full_Tf_df)
print(myplot_histogram(full_Tf_df, "Tf.full"))
myprint_df(full_Tf_df)
#txt_corpus[[which(grepl("zun", txt_vctr, ignore.case=TRUE))]]
digit_terms_df <- subset(full_Tf_df, grepl("[[:digit:]]", term))
myprint_df(digit_terms_df)
return(full_Tf_df)
}
#print("RemovePunct:"); remove_punct_Tf_df <- inspect_terms()
txt_corpus <- tm_map(txt_corpus, removeWords,
c(glb_append_stop_words[[txt_var]],
stopwords("english"))) #nstopwrds
#print("StoppedWords:"); stopped_words_Tf_df <- inspect_terms()
txt_corpus <- tm_map(txt_corpus, stemDocument) #Features for lost information: Difference/ratio in density of full_TfIdf_DTM ???
#txt_corpus <- tm_map(txt_corpus, content_transformer(stemDocument))
#print("StemmedWords:"); stemmed_words_Tf_df <- inspect_terms()
#stemmed_stopped_Tf_df <- merge(stemmed_words_Tf_df, stopped_words_Tf_df, by="term", all=TRUE, suffixes=c(".stem", ".stop"))
#myprint_df(stemmed_stopped_Tf_df)
#print(subset(stemmed_stopped_Tf_df, grepl("compan", term)))
#glb_corpus_lst[[txt_var]] <- txt_corpus
}
names(glb_corpus_lst) <- glb_txt_vars
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "extract.DTM"), major.inc=TRUE)
glb_full_DTM_lst <- list(); glb_sprs_DTM_lst <- list();
for (txt_var in glb_txt_vars) {
print(sprintf("Extracting TfIDf terms for %s...", txt_var))
txt_corpus <- glb_corpus_lst[[txt_var]]
# full_Tf_DTM <- DocumentTermMatrix(txt_corpus,
# control=list(weighting=weightTf))
full_TfIdf_DTM <- DocumentTermMatrix(txt_corpus,
control=list(weighting=weightTfIdf))
sprs_TfIdf_DTM <- removeSparseTerms(full_TfIdf_DTM,
glb_sprs_thresholds[txt_var])
# glb_full_DTM_lst[[txt_var]] <- full_Tf_DTM
# glb_sprs_DTM_lst[[txt_var]] <- sprs_Tf_DTM
glb_full_DTM_lst[[txt_var]] <- full_TfIdf_DTM
glb_sprs_DTM_lst[[txt_var]] <- sprs_TfIdf_DTM
}
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "report.DTM"), major.inc=TRUE)
for (txt_var in glb_txt_vars) {
print(sprintf("Reporting TfIDf terms for %s...", txt_var))
full_TfIdf_DTM <- glb_full_DTM_lst[[txt_var]]
sprs_TfIdf_DTM <- glb_sprs_DTM_lst[[txt_var]]
print(" Full TermMatrix:"); print(full_TfIdf_DTM)
full_TfIdf_mtrx <- as.matrix(full_TfIdf_DTM)
rownames(full_TfIdf_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
full_TfIdf_vctr <- colSums(full_TfIdf_mtrx)
names(full_TfIdf_vctr) <- dimnames(full_TfIdf_DTM)[[2]]
#grep("scene", names(full_TfIdf_vctr), value=TRUE)
#which.max(full_TfIdf_mtrx[, "yearlong"])
full_TfIdf_df <- as.data.frame(full_TfIdf_vctr)
names(full_TfIdf_df) <- "TfIdf.full"
full_TfIdf_df$term <- rownames(full_TfIdf_df)
full_TfIdf_df$freq.full <- colSums(full_TfIdf_mtrx != 0)
full_TfIdf_df <- orderBy(~ -TfIdf.full, full_TfIdf_df)
print(" Sparse TermMatrix:"); print(sprs_TfIdf_DTM)
sprs_TfIdf_vctr <- colSums(as.matrix(sprs_TfIdf_DTM))
names(sprs_TfIdf_vctr) <- dimnames(sprs_TfIdf_DTM)[[2]]
sprs_TfIdf_df <- as.data.frame(sprs_TfIdf_vctr)
names(sprs_TfIdf_df) <- "TfIdf.sprs"
sprs_TfIdf_df$term <- rownames(sprs_TfIdf_df)
sprs_TfIdf_df$freq.sprs <- colSums(as.matrix(sprs_TfIdf_DTM) != 0)
sprs_TfIdf_df <- orderBy(~ -TfIdf.sprs, sprs_TfIdf_df)
terms_TfIdf_df <- merge(full_TfIdf_df, sprs_TfIdf_df, all.x=TRUE)
terms_TfIdf_df$in.sprs <- !is.na(terms_TfIdf_df$freq.sprs)
plt_TfIdf_df <- subset(terms_TfIdf_df,
TfIdf.full >= min(terms_TfIdf_df$TfIdf.sprs, na.rm=TRUE))
plt_TfIdf_df$label <- ""
plt_TfIdf_df[is.na(plt_TfIdf_df$TfIdf.sprs), "label"] <-
plt_TfIdf_df[is.na(plt_TfIdf_df$TfIdf.sprs), "term"]
glb_important_terms[[txt_var]] <- union(glb_important_terms[[txt_var]],
plt_TfIdf_df[is.na(plt_TfIdf_df$TfIdf.sprs), "term"])
print(myplot_scatter(plt_TfIdf_df, "freq.full", "TfIdf.full",
colorcol_name="in.sprs") +
geom_text(aes(label=label), color="Black", size=3.5))
melt_TfIdf_df <- orderBy(~ -value, melt(terms_TfIdf_df, id.var="term"))
print(ggplot(melt_TfIdf_df, aes(value, color=variable)) + stat_ecdf() +
geom_hline(yintercept=glb_sprs_thresholds[txt_var],
linetype = "dotted"))
melt_TfIdf_df <- orderBy(~ -value,
melt(subset(terms_TfIdf_df, !is.na(TfIdf.sprs)), id.var="term"))
print(myplot_hbar(melt_TfIdf_df, "term", "value",
colorcol_name="variable"))
melt_TfIdf_df <- orderBy(~ -value,
melt(subset(terms_TfIdf_df, is.na(TfIdf.sprs)), id.var="term"))
print(myplot_hbar(head(melt_TfIdf_df, 10), "term", "value",
colorcol_name="variable"))
}
# sav_full_DTM_lst <- glb_full_DTM_lst
# sav_sprs_DTM_lst <- glb_sprs_DTM_lst
# print(identical(sav_glb_corpus_lst, glb_corpus_lst))
# print(all.equal(length(sav_glb_corpus_lst), length(glb_corpus_lst)))
# print(all.equal(names(sav_glb_corpus_lst), names(glb_corpus_lst)))
# print(all.equal(sav_glb_corpus_lst[["Headline"]], glb_corpus_lst[["Headline"]]))
# print(identical(sav_full_DTM_lst, glb_full_DTM_lst))
# print(identical(sav_sprs_DTM_lst, glb_sprs_DTM_lst))
rm(full_TfIdf_mtrx, full_TfIdf_df, melt_TfIdf_df, terms_TfIdf_df)
# Create txt features
if ((length(glb_txt_vars) > 1) &&
(length(unique(pfxs <- sapply(glb_txt_vars,
function(txt) toupper(substr(txt, 1, 1))))) < length(glb_txt_vars)))
stop("Prefixes for corpus freq terms not unique: ", pfxs)
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "bind.DTM"),
major.inc=TRUE)
for (txt_var in glb_txt_vars) {
print(sprintf("Binding DTM for %s...", txt_var))
txt_var_pfx <- toupper(substr(txt_var, 1, 1))
txt_X_df <- as.data.frame(as.matrix(glb_sprs_DTM_lst[[txt_var]]))
colnames(txt_X_df) <- paste(txt_var_pfx, ".T.",
make.names(colnames(txt_X_df)), sep="")
rownames(txt_X_df) <- rownames(glb_allobs_df) # warning otherwise
# plt_X_df <- cbind(txt_X_df, glb_allobs_df[, c(glb_id_var, glb_rsp_var)])
# print(myplot_box(df=plt_X_df, ycol_names="H.T.today", xcol_name=glb_rsp_var))
# log_X_df <- log(1 + txt_X_df)
# colnames(log_X_df) <- paste(colnames(txt_X_df), ".log", sep="")
# plt_X_df <- cbind(log_X_df, glb_allobs_df[, c(glb_id_var, glb_rsp_var)])
# print(myplot_box(df=plt_X_df, ycol_names="H.T.today.log", xcol_name=glb_rsp_var))
glb_allobs_df <- cbind(glb_allobs_df, txt_X_df) # TfIdf is normalized
#glb_allobs_df <- cbind(glb_allobs_df, log_X_df) # if using non-normalized metrics
}
#identical(chk_entity_df, glb_allobs_df)
#chk_entity_df <- glb_allobs_df
extract.features_chunk_df <- myadd_chunk(extract.features_chunk_df,
paste0("extract.features_", "bind.DXM"),
major.inc=TRUE)
#sav_allobs_df <- glb_allobs_df
glb_punct_vctr <- c("!", "\"", "#", "\\$", "%", "&", "'",
"\\(|\\)",# "\\(", "\\)",
"\\*", "\\+", ",", "-", "\\.", "/", ":", ";",
"<|>", # "<",
"=",
# ">",
"\\?", "@", "\\[", "\\\\", "\\]", "^", "_", "`",
"\\{", "\\|", "\\}", "~")
txt_X_df <- glb_allobs_df[, c(glb_id_var, ".rnorm"), FALSE]
txt_X_df <- foreach(txt_var=glb_txt_vars, .combine=cbind) %dopar% {
#for (txt_var in glb_txt_vars) {
print(sprintf("Binding DXM for %s...", txt_var))
txt_var_pfx <- toupper(substr(txt_var, 1, 1))
#txt_X_df <- glb_allobs_df[, c(glb_id_var, ".rnorm"), FALSE]
txt_full_DTM_mtrx <- as.matrix(glb_full_DTM_lst[[txt_var]])
rownames(txt_full_DTM_mtrx) <- rownames(glb_allobs_df) # print undreadable otherwise
#print(txt_full_DTM_mtrx[txt_full_DTM_mtrx[, "ebola"] != 0, "ebola"])
# Create <txt_var>.T.<term> for glb_important_terms
for (term in glb_important_terms[[txt_var]])
txt_X_df[, paste0(txt_var_pfx, ".T.", make.names(term))] <-
txt_full_DTM_mtrx[, term]
# Create <txt_var>.nwrds.log & .nwrds.unq.log
txt_X_df[, paste0(txt_var_pfx, ".nwrds.log")] <-
log(1 + mycount_pattern_occ("\\w+", glb_txt_lst[[txt_var]]))
txt_X_df[, paste0(txt_var_pfx, ".nwrds.unq.log")] <-
log(1 + rowSums(txt_full_DTM_mtrx != 0))
txt_X_df[, paste0(txt_var_pfx, ".sum.TfIdf")] <-
rowSums(txt_full_DTM_mtrx)
txt_X_df[, paste0(txt_var_pfx, ".ratio.sum.TfIdf.nwrds")] <-
txt_X_df[, paste0(txt_var_pfx, ".sum.TfIdf")] /
(exp(txt_X_df[, paste0(txt_var_pfx, ".nwrds.log")]) - 1)
txt_X_df[is.nan(txt_X_df[, paste0(txt_var_pfx, ".ratio.sum.TfIdf.nwrds")]),
paste0(txt_var_pfx, ".ratio.sum.TfIdf.nwrds")] <- 0
# Create <txt_var>.nchrs.log
txt_X_df[, paste0(txt_var_pfx, ".nchrs.log")] <-
log(1 + mycount_pattern_occ(".", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".nuppr.log")] <-
log(1 + mycount_pattern_occ("[[:upper:]]", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".ndgts.log")] <-
log(1 + mycount_pattern_occ("[[:digit:]]", glb_allobs_df[, txt_var]))
# Create <txt_var>.npnct?.log
# would this be faster if it's iterated over each row instead of
# each created column ???
for (punct_ix in 1:length(glb_punct_vctr)) {
# smp0 <- " "
# smp1 <- "! \" # $ % & ' ( ) * + , - . / : ; < = > ? @ [ \ ] ^ _ ` { | } ~"
# smp2 <- paste(smp1, smp1, sep=" ")
# print(sprintf("Testing %s pattern:", glb_punct_vctr[punct_ix]))
# results <- mycount_pattern_occ(glb_punct_vctr[punct_ix], c(smp0, smp1, smp2))
# names(results) <- NULL; print(results)
txt_X_df[,
paste0(txt_var_pfx, ".npnct", sprintf("%02d", punct_ix), ".log")] <-
log(1 + mycount_pattern_occ(glb_punct_vctr[punct_ix],
glb_allobs_df[, txt_var]))
}
# print(head(glb_allobs_df[glb_allobs_df[, "A.npnct23.log"] > 0,
# c("UniqueID", "Popular", "Abstract", "A.npnct23.log")]))
# Create <txt_var>.nstopwrds.log & <txt_var>ratio.nstopwrds.nwrds
stop_words_rex_str <- paste0("\\b(", paste0(c(glb_append_stop_words[[txt_var]],
stopwords("english")), collapse="|"),
")\\b")
txt_X_df[, paste0(txt_var_pfx, ".nstopwrds", ".log")] <-
log(1 + mycount_pattern_occ(stop_words_rex_str, glb_txt_lst[[txt_var]]))
txt_X_df[, paste0(txt_var_pfx, ".ratio.nstopwrds.nwrds")] <-
exp(txt_X_df[, paste0(txt_var_pfx, ".nstopwrds", ".log")] -
txt_X_df[, paste0(txt_var_pfx, ".nwrds", ".log")])
# Create <txt_var>.P.http
txt_X_df[, paste(txt_var_pfx, ".P.http", sep="")] <-
as.integer(0 + mycount_pattern_occ("http", glb_allobs_df[, txt_var]))
# Create user-specified pattern vectors
# <txt_var>.P.year.colon
txt_X_df[, paste0(txt_var_pfx, ".P.year.colon")] <-
as.integer(0 + mycount_pattern_occ("[0-9]{4}:", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.daily.clip.report")] <-
as.integer(0 + mycount_pattern_occ("Daily Clip Report", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.fashion.week")] <-
as.integer(0 + mycount_pattern_occ("Fashion Week", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.first.draft")] <-
as.integer(0 + mycount_pattern_occ("First Draft", glb_allobs_df[, txt_var]))
#sum(mycount_pattern_occ("Metropolitan Diary:", glb_allobs_df$Abstract) > 0)
if (txt_var %in% c("Snippet", "Abstract")) {
txt_X_df[, paste0(txt_var_pfx, ".P.metropolitan.diary.colon")] <-
as.integer(0 + mycount_pattern_occ("Metropolitan Diary:",
glb_allobs_df[, txt_var]))
}
#sum(mycount_pattern_occ("[0-9]{4}:", glb_allobs_df$Headline) > 0)
#sum(mycount_pattern_occ("Quandary(.*)(?=:)", glb_allobs_df$Headline, perl=TRUE) > 0)
#sum(mycount_pattern_occ("No Comment(.*):", glb_allobs_df$Headline) > 0)
#sum(mycount_pattern_occ("Friday Night Music:", glb_allobs_df$Headline) > 0)
if (txt_var %in% c("Headline")) {
txt_X_df[, paste0(txt_var_pfx, ".P.facts.figures")] <-
as.integer(0 + mycount_pattern_occ("Facts & Figures:", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.friday.night.music")] <-
as.integer(0 + mycount_pattern_occ("Friday Night Music", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.no.comment.colon")] <-
as.integer(0 + mycount_pattern_occ("No Comment(.*):", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.on.this.day")] <-
as.integer(0 + mycount_pattern_occ("On This Day", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.quandary")] <-
as.integer(0 + mycount_pattern_occ("Quandary(.*)(?=:)", glb_allobs_df[, txt_var], perl=TRUE))
txt_X_df[, paste0(txt_var_pfx, ".P.readers.respond")] <-
as.integer(0 + mycount_pattern_occ("Readers Respond", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.recap.colon")] <-
as.integer(0 + mycount_pattern_occ("Recap:", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.s.notebook")] <-
as.integer(0 + mycount_pattern_occ("s Notebook", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.today.in.politic")] <-
as.integer(0 + mycount_pattern_occ("Today in Politic", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.today.in.smallbusiness")] <-
as.integer(0 + mycount_pattern_occ("Today in Small Business:", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.verbatim.colon")] <-
as.integer(0 + mycount_pattern_occ("Verbatim:", glb_allobs_df[, txt_var]))
txt_X_df[, paste0(txt_var_pfx, ".P.what.we.are")] <-
as.integer(0 + mycount_pattern_occ("What We're", glb_allobs_df[, txt_var]))
}
#summary(glb_allobs_df[ ,grep("P.on.this.day", names(glb_allobs_df), value=TRUE)])
txt_X_df <- subset(txt_X_df, select=-.rnorm)
txt_X_df <- txt_X_df[, -grep(glb_id_var, names(txt_X_df), fixed=TRUE), FALSE]
#glb_allobs_df <- cbind(glb_allobs_df, txt_X_df)
}
glb_allobs_df <- cbind(glb_allobs_df, txt_X_df)
#myplot_box(glb_allobs_df, "A.sum.TfIdf", glb_rsp_var)
# Generate summaries
# print(summary(glb_allobs_df))
# print(sapply(names(glb_allobs_df), function(col) sum(is.na(glb_allobs_df[, col]))))
# print(summary(glb_trnobs_df))
# print(sapply(names(glb_trnobs_df), function(col) sum(is.na(glb_trnobs_df[, col]))))
# print(summary(glb_newobs_df))
# print(sapply(names(glb_newobs_df), function(col) sum(is.na(glb_newobs_df[, col]))))
glb_exclude_vars_as_features <- union(glb_exclude_vars_as_features,
glb_txt_vars)
rm(log_X_df, txt_X_df)
}
# print(sapply(names(glb_trnobs_df), function(col) sum(is.na(glb_trnobs_df[, col]))))
# print(sapply(names(glb_newobs_df), function(col) sum(is.na(glb_newobs_df[, col]))))
# print(myplot_scatter(glb_trnobs_df, "<col1_name>", "<col2_name>", smooth=TRUE))
rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
glb_full_DTM_lst, glb_sprs_DTM_lst, txt_corpus, txt_vctr)## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'corpus_lst' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'full_TfIdf_DTM' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'full_TfIdf_vctr' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'glb_full_DTM_lst' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'glb_sprs_DTM_lst' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'txt_corpus' not found## Warning in rm(corpus_lst, full_TfIdf_DTM, full_TfIdf_vctr,
## glb_full_DTM_lst, : object 'txt_vctr' not foundextract.features_chunk_df <- myadd_chunk(extract.features_chunk_df, "extract.features_end",
major.inc=TRUE)## label step_major step_minor bgn end
## 2 extract.features_factorize.str.vars 2 0 13.894 13.91
## 3 extract.features_end 3 0 13.910 NA
## elapsed
## 2 0.016
## 3 NAmyplt_chunk(extract.features_chunk_df)## label step_major step_minor bgn end
## 2 extract.features_factorize.str.vars 2 0 13.894 13.910
## 1 extract.features_bgn 1 0 13.886 13.894
## elapsed duration
## 2 0.016 0.016
## 1 0.008 0.008
## [1] "Total Elapsed Time: 13.91 secs"
# if (glb_save_envir)
# save(glb_feats_df,
# glb_allobs_df, #glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
# file=paste0(glb_out_pfx, "extract_features_dsk.RData"))
# load(paste0(glb_out_pfx, "extract_features_dsk.RData"))
replay.petrisim(pn=glb_analytics_pn,
replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"data.training.all","data.new")), flip_coord=TRUE)## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: data.training.all
## 1.0000 1 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.new
## 2.0000 2 1 1 1 0
glb_chunks_df <- myadd_chunk(glb_chunks_df, "cluster.data", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 6 extract.features 3 0 13.881 14.953 1.072
## 7 cluster.data 4 0 14.954 NA NAStep 4.0: cluster data
if (glb_cluster) {
require(proxy)
#require(hash)
require(dynamicTreeCut)
# glb_hash <- hash(key=unique(glb_allobs_df$myCategory),
# values=1:length(unique(glb_allobs_df$myCategory)))
# glb_hash_lst <- hash(key=unique(glb_allobs_df$myCategory),
# values=1:length(unique(glb_allobs_df$myCategory)))
#stophere; sav_allobs_df <- glb_allobs_df;
print("Clustering features: ")
print(cluster_vars <- grep("[HSA]\\.[PT]\\.", names(glb_allobs_df), value=TRUE))
#print(cluster_vars <- grep("[HSA]\\.", names(glb_allobs_df), value=TRUE))
glb_allobs_df$.clusterid <- 1
#print(max(table(glb_allobs_df$myCategory.fctr) / 20))
for (myCategory in c("##", "Business#Business Day#Dealbook", "OpEd#Opinion#",
"Styles#U.S.#", "Business#Technology#", "Science#Health#",
"Culture#Arts#")) {
ctgry_allobs_df <- glb_allobs_df[glb_allobs_df$myCategory == myCategory, ]
dstns_dist <- dist(ctgry_allobs_df[, cluster_vars], method = "cosine")
dstns_mtrx <- as.matrix(dstns_dist)
print(sprintf("max distance(%0.4f) pair:", max(dstns_mtrx)))
row_ix <- ceiling(which.max(dstns_mtrx) / ncol(dstns_mtrx))
col_ix <- which.max(dstns_mtrx[row_ix, ])
print(ctgry_allobs_df[c(row_ix, col_ix),
c("UniqueID", "Popular", "myCategory", "Headline", cluster_vars)])
min_dstns_mtrx <- dstns_mtrx
diag(min_dstns_mtrx) <- 1
print(sprintf("min distance(%0.4f) pair:", min(min_dstns_mtrx)))
row_ix <- ceiling(which.min(min_dstns_mtrx) / ncol(min_dstns_mtrx))
col_ix <- which.min(min_dstns_mtrx[row_ix, ])
print(ctgry_allobs_df[c(row_ix, col_ix),
c("UniqueID", "Popular", "myCategory", "Headline", cluster_vars)])
clusters <- hclust(dstns_dist, method = "ward.D2")
#plot(clusters, labels=NULL, hang=-1)
myplclust(clusters, lab.col=unclass(ctgry_allobs_df[, glb_rsp_var]))
#clusterGroups = cutree(clusters, k=7)
clusterGroups <- cutreeDynamic(clusters, minClusterSize=20, method="tree", deepSplit=0)
# Unassigned groups are labeled 0; the largest group has label 1
table(clusterGroups, ctgry_allobs_df[, glb_rsp_var], useNA="ifany")
#print(ctgry_allobs_df[which(clusterGroups == 1), c("UniqueID", "Popular", "Headline")])
#print(ctgry_allobs_df[(clusterGroups == 1) & !is.na(ctgry_allobs_df$Popular) & (ctgry_allobs_df$Popular==1), c("UniqueID", "Popular", "Headline")])
clusterGroups[clusterGroups == 0] <- 1
table(clusterGroups, ctgry_allobs_df[, glb_rsp_var], useNA="ifany")
#summary(factor(clusterGroups))
# clusterGroups <- clusterGroups +
# 100 * # has to be > max(table(glb_allobs_df$myCategory.fctr) / minClusterSize=20)
# which(levels(glb_allobs_df$myCategory.fctr) == myCategory)
# table(clusterGroups, ctgry_allobs_df[, glb_rsp_var], useNA="ifany")
# add to glb_allobs_df - then split the data again
glb_allobs_df[glb_allobs_df$myCategory==myCategory,]$.clusterid <- clusterGroups
#print(unique(glb_allobs_df$.clusterid))
#print(glb_feats_df[glb_feats_df$id == ".clusterid.fctr", ])
}
ctgry_xtab_df <- orderBy(reformulate(c("-", ".n")),
mycreate_sqlxtab_df(glb_allobs_df,
c("myCategory", ".clusterid", glb_rsp_var)))
ctgry_cast_df <- orderBy(~ -Y -NA, dcast(ctgry_xtab_df,
myCategory + .clusterid ~
Popular.fctr, sum, value.var=".n"))
print(ctgry_cast_df)
#print(orderBy(~ myCategory -Y -NA, ctgry_cast_df))
# write.table(ctgry_cast_df, paste0(glb_out_pfx, "ctgry_clst.csv"),
# row.names=FALSE)
print(ctgry_sum_tbl <- table(glb_allobs_df$myCategory, glb_allobs_df$.clusterid,
glb_allobs_df[, glb_rsp_var],
useNA="ifany"))
# dsp_obs(.clusterid=1, myCategory="OpEd#Opinion#",
# cols=c("UniqueID", "Popular", "myCategory", ".clusterid", "Headline"),
# all=TRUE)
glb_allobs_df$.clusterid.fctr <- as.factor(glb_allobs_df$.clusterid)
glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features,
".clusterid")
glb_interaction_only_features["myCategory.fctr"] <- c(".clusterid.fctr")
glb_exclude_vars_as_features <- c(glb_exclude_vars_as_features,
cluster_vars)
}
# Re-partition
glb_trnobs_df <- subset(glb_allobs_df, .src == "Train")
glb_newobs_df <- subset(glb_allobs_df, .src == "Test")
glb_chunks_df <- myadd_chunk(glb_chunks_df, "select.features", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 7 cluster.data 4 0 14.954 15.213 0.259
## 8 select.features 5 0 15.213 NA NAStep 5.0: select features
print(glb_feats_df <- myselect_features(entity_df=glb_trnobs_df,
exclude_vars_as_features=glb_exclude_vars_as_features,
rsp_var=glb_rsp_var))## id cor.y exclude.as.feat cor.y.abs
## AGST AGST 0.65956286 0 0.65956286
## HarvestRain HarvestRain -0.56332190 0 0.56332190
## FrancePop FrancePop -0.46686164 0 0.46686164
## Year Year -0.44776786 1 0.44776786
## Age Age 0.44776786 0 0.44776786
## WinterRain WinterRain 0.13665055 0 0.13665055
## .rnorm .rnorm 0.07292805 0 0.07292805# sav_feats_df <- glb_feats_df; glb_feats_df <- sav_feats_df
print(glb_feats_df <- orderBy(~-cor.y,
myfind_cor_features(feats_df=glb_feats_df, obs_df=glb_trnobs_df,
rsp_var=glb_rsp_var)))## Loading required package: reshape2## [1] "cor(Age, FrancePop)=-0.9945"
## [1] "cor(Price, Age)=0.4478"
## [1] "cor(Price, FrancePop)=-0.4669"## Warning in myfind_cor_features(feats_df = glb_feats_df, obs_df =
## glb_trnobs_df, : Identified Age as highly correlated with FrancePop## id cor.y exclude.as.feat cor.y.abs cor.high.X freqRatio
## 3 AGST 0.65956286 0 0.65956286 <NA> 1
## 2 Age 0.44776786 0 0.44776786 FrancePop 1
## 6 WinterRain 0.13665055 0 0.13665055 <NA> 2
## 1 .rnorm 0.07292805 0 0.07292805 <NA> 1
## 7 Year -0.44776786 1 0.44776786 <NA> 1
## 4 FrancePop -0.46686164 0 0.46686164 <NA> 1
## 5 HarvestRain -0.56332190 0 0.56332190 <NA> 2
## percentUnique zeroVar nzv myNearZV is.cor.y.abs.low
## 3 92 FALSE FALSE FALSE FALSE
## 2 100 FALSE FALSE FALSE FALSE
## 6 96 FALSE FALSE FALSE FALSE
## 1 100 FALSE FALSE FALSE FALSE
## 7 100 FALSE FALSE FALSE FALSE
## 4 100 FALSE FALSE FALSE FALSE
## 5 96 FALSE FALSE FALSE FALSE#subset(glb_feats_df, id %in% c("A.nuppr.log", "S.nuppr.log"))
print(myplot_scatter(glb_feats_df, "percentUnique", "freqRatio",
colorcol_name="myNearZV", jitter=TRUE) +
geom_point(aes(shape=nzv)) + xlim(-5, 25))## Warning in myplot_scatter(glb_feats_df, "percentUnique", "freqRatio",
## colorcol_name = "myNearZV", : converting myNearZV to class:factor## Warning in loop_apply(n, do.ply): no non-missing arguments to min;
## returning Inf## Warning in loop_apply(n, do.ply): no non-missing arguments to max;
## returning -Inf## Warning in loop_apply(n, do.ply): no non-missing arguments to min;
## returning Inf## Warning in loop_apply(n, do.ply): no non-missing arguments to min;
## returning Inf## Warning in loop_apply(n, do.ply): no non-missing arguments to max;
## returning -Inf## Warning in loop_apply(n, do.ply): NAs produced## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_point).
print(subset(glb_feats_df, myNearZV))## [1] id cor.y exclude.as.feat cor.y.abs
## [5] cor.high.X freqRatio percentUnique zeroVar
## [9] nzv myNearZV is.cor.y.abs.low
## <0 rows> (or 0-length row.names)glb_allobs_df <- glb_allobs_df[, setdiff(names(glb_allobs_df),
subset(glb_feats_df, myNearZV)$id)]
if (!is.null(glb_interaction_only_features))
glb_feats_df[glb_feats_df$id %in% glb_interaction_only_features, "interaction.feat"] <-
names(glb_interaction_only_features) else
glb_feats_df$interaction.feat <- NA
mycheck_problem_data(glb_allobs_df, terminate = TRUE)## [1] "numeric data missing in : "
## named integer(0)
## [1] "numeric data w/ 0s in : "
## named integer(0)
## [1] "numeric data w/ Infs in : "
## named integer(0)
## [1] "numeric data w/ NaNs in : "
## named integer(0)
## [1] "string data missing in : "
## named list()# glb_allobs_df %>% filter(is.na(Married.fctr)) %>% tbl_df()
# glb_allobs_df %>% count(Married.fctr)
# levels(glb_allobs_df$Married.fctr)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "partition.data.training", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 8 select.features 5 0 15.213 15.767 0.554
## 9 partition.data.training 6 0 15.768 NA NAStep 6.0: partition data training
if (all(is.na(glb_newobs_df[, glb_rsp_var]))) {
require(caTools)
set.seed(glb_split_sample.seed)
split <- sample.split(glb_trnobs_df[, glb_rsp_var_raw],
SplitRatio=1 - (nrow(glb_newobs_df) * 1.1 / nrow(glb_trnobs_df)))
glb_fitobs_df <- glb_trnobs_df[split, ]
glb_OOBobs_df <- glb_trnobs_df[!split ,]
} else {
print(sprintf("Newdata contains non-NA data for %s; setting OOB to Newdata",
glb_rsp_var))
glb_fitobs_df <- glb_trnobs_df; glb_OOBobs_df <- glb_newobs_df
}## [1] "Newdata contains non-NA data for Price; setting OOB to Newdata"if (!is.null(glb_max_fitent_obs) && (nrow(glb_fitobs_df) > glb_max_fitent_obs)) {
warning("glb_fitobs_df restricted to glb_max_fitent_obs: ",
format(glb_max_fitent_obs, big.mark=","))
org_fitent_df <- glb_fitobs_df
glb_fitobs_df <-
org_fitent_df[split <- sample.split(org_fitent_df[, glb_rsp_var_raw],
SplitRatio=glb_max_fitent_obs), ]
org_fitent_df <- NULL
}
glb_allobs_df$.lcn <- ""
glb_allobs_df[glb_allobs_df[, glb_id_var] %in%
glb_fitobs_df[, glb_id_var], ".lcn"] <- "Fit"
glb_allobs_df[glb_allobs_df[, glb_id_var] %in%
glb_OOBobs_df[, glb_id_var], ".lcn"] <- "OOB"
dsp_class_dstrb <- function(obs_df, location_var, partition_var) {
xtab_df <- mycreate_xtab_df(obs_df, c(location_var, partition_var))
rownames(xtab_df) <- xtab_df[, location_var]
xtab_df <- xtab_df[, -grepl(location_var, names(xtab_df))]
print(xtab_df)
print(xtab_df / rowSums(xtab_df, na.rm=TRUE))
}
# Ensure proper splits by glb_rsp_var_raw & user-specified feature for OOB vs. new
if (!is.null(glb_category_vars)) {
if (glb_is_classification)
dsp_class_dstrb(glb_allobs_df, ".lcn", glb_rsp_var_raw)
newent_ctgry_df <- mycreate_sqlxtab_df(subset(glb_allobs_df, .src == "Test"),
glb_category_vars)
OOBobs_ctgry_df <- mycreate_sqlxtab_df(subset(glb_allobs_df, .lcn == "OOB"),
glb_category_vars)
glb_ctgry_df <- merge(newent_ctgry_df, OOBobs_ctgry_df, by=glb_category_vars
, all=TRUE, suffixes=c(".Tst", ".OOB"))
glb_ctgry_df$.freqRatio.Tst <- glb_ctgry_df$.n.Tst / sum(glb_ctgry_df$.n.Tst, na.rm=TRUE)
glb_ctgry_df$.freqRatio.OOB <- glb_ctgry_df$.n.OOB / sum(glb_ctgry_df$.n.OOB, na.rm=TRUE)
print(orderBy(~-.freqRatio.Tst-.freqRatio.OOB, glb_ctgry_df))
}
# Run this line by line
print("glb_feats_df:"); print(dim(glb_feats_df))## [1] "glb_feats_df:"## [1] 7 12sav_feats_df <- glb_feats_df
glb_feats_df <- sav_feats_df
glb_feats_df[, "rsp_var_raw"] <- FALSE
glb_feats_df[glb_feats_df$id == glb_rsp_var_raw, "rsp_var_raw"] <- TRUE
glb_feats_df$exclude.as.feat <- (glb_feats_df$exclude.as.feat == 1)
if (!is.null(glb_id_var) && glb_id_var != ".rownames")
glb_feats_df[glb_feats_df$id %in% glb_id_var, "id_var"] <- TRUE
add_feats_df <- data.frame(id=glb_rsp_var, exclude.as.feat=TRUE, rsp_var=TRUE)
row.names(add_feats_df) <- add_feats_df$id; print(add_feats_df)## id exclude.as.feat rsp_var
## Price Price TRUE TRUEglb_feats_df <- myrbind_df(glb_feats_df, add_feats_df)
if (glb_id_var != ".rownames")
print(subset(glb_feats_df, rsp_var_raw | rsp_var | id_var)) else
print(subset(glb_feats_df, rsp_var_raw | rsp_var)) ## id cor.y exclude.as.feat cor.y.abs cor.high.X freqRatio
## 7 Year -0.4477679 TRUE 0.4477679 <NA> 1
## Price Price NA TRUE NA <NA> NA
## percentUnique zeroVar nzv myNearZV is.cor.y.abs.low
## 7 100 FALSE FALSE FALSE FALSE
## Price NA NA NA NA NA
## interaction.feat rsp_var_raw id_var rsp_var
## 7 NA FALSE TRUE NA
## Price NA NA NA TRUEprint("glb_feats_df vs. glb_allobs_df: "); ## [1] "glb_feats_df vs. glb_allobs_df: "print(setdiff(glb_feats_df$id, names(glb_allobs_df)))## character(0)print("glb_allobs_df vs. glb_feats_df: "); ## [1] "glb_allobs_df vs. glb_feats_df: "# Ensure these are only chr vars
print(setdiff(setdiff(names(glb_allobs_df), glb_feats_df$id),
myfind_chr_cols_df(glb_allobs_df)))## character(0)#print(setdiff(setdiff(names(glb_allobs_df), glb_exclude_vars_as_features),
# glb_feats_df$id))
print("glb_allobs_df: "); print(dim(glb_allobs_df))## [1] "glb_allobs_df: "## [1] 27 10print("glb_trnobs_df: "); print(dim(glb_trnobs_df))## [1] "glb_trnobs_df: "## [1] 25 9print("glb_fitobs_df: "); print(dim(glb_fitobs_df))## [1] "glb_fitobs_df: "## [1] 25 9print("glb_OOBobs_df: "); print(dim(glb_OOBobs_df))## [1] "glb_OOBobs_df: "## [1] 2 9print("glb_newobs_df: "); print(dim(glb_newobs_df))## [1] "glb_newobs_df: "## [1] 2 9# # Does not handle NULL or length(glb_id_var) > 1
# glb_allobs_df$.src.trn <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_trnobs_df[, glb_id_var],
# ".src.trn"] <- 1
# glb_allobs_df$.src.fit <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_fitobs_df[, glb_id_var],
# ".src.fit"] <- 1
# glb_allobs_df$.src.OOB <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_OOBobs_df[, glb_id_var],
# ".src.OOB"] <- 1
# glb_allobs_df$.src.new <- 0
# glb_allobs_df[glb_allobs_df[, glb_id_var] %in% glb_newobs_df[, glb_id_var],
# ".src.new"] <- 1
# #print(unique(glb_allobs_df[, ".src.trn"]))
# write_cols <- c(glb_feats_df$id,
# ".src.trn", ".src.fit", ".src.OOB", ".src.new")
# glb_allobs_df <- glb_allobs_df[, write_cols]
#
# tmp_feats_df <- glb_feats_df
# tmp_entity_df <- glb_allobs_df
if (glb_save_envir)
save(glb_feats_df,
glb_allobs_df, #glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
file=paste0(glb_out_pfx, "blddfs_dsk.RData"))
# load(paste0(glb_out_pfx, "blddfs_dsk.RData"))
# if (!all.equal(tmp_feats_df, glb_feats_df))
# stop("glb_feats_df r/w not working")
# if (!all.equal(tmp_entity_df, glb_allobs_df))
# stop("glb_allobs_df r/w not working")
rm(split)## Warning in rm(split): object 'split' not foundglb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 9 partition.data.training 6 0 15.768 16.061 0.294
## 10 fit.models 7 0 16.062 NA NAStep 7.0: fit models
# load(paste0(glb_out_pfx, "dsk.RData"))
# keep_cols <- setdiff(names(glb_allobs_df),
# grep("^.src", names(glb_allobs_df), value=TRUE))
# glb_trnobs_df <- glb_allobs_df[glb_allobs_df$.src.trn == 1, keep_cols]
# glb_fitobs_df <- glb_allobs_df[glb_allobs_df$.src.fit == 1, keep_cols]
# glb_OOBobs_df <- glb_allobs_df[glb_allobs_df$.src.OOB == 1, keep_cols]
# glb_newobs_df <- glb_allobs_df[glb_allobs_df$.src.new == 1, keep_cols]
#
# glb_models_lst <- list(); glb_models_df <- data.frame()
#
if (glb_is_classification && glb_is_binomial &&
(length(unique(glb_fitobs_df[, glb_rsp_var])) < 2))
stop("glb_fitobs_df$", glb_rsp_var, ": contains less than 2 unique values: ",
paste0(unique(glb_fitobs_df[, glb_rsp_var]), collapse=", "))
max_cor_y_x_vars <- orderBy(~ -cor.y.abs,
subset(glb_feats_df, (exclude.as.feat == 0) & !is.cor.y.abs.low &
is.na(cor.high.X)))[1:2, "id"]
# while(length(max_cor_y_x_vars) < 2) {
# max_cor_y_x_vars <- c(max_cor_y_x_vars, orderBy(~ -cor.y.abs,
# subset(glb_feats_df, (exclude.as.feat == 0) & !is.cor.y.abs.low))[3, "id"])
# }
if (!is.null(glb_Baseline_mdl_var)) {
if ((max_cor_y_x_vars[1] != glb_Baseline_mdl_var) &
(glb_feats_df[max_cor_y_x_vars[1], "cor.y.abs"] >
glb_feats_df[glb_Baseline_mdl_var, "cor.y.abs"]))
stop(max_cor_y_x_vars[1], " has a lower correlation with ", glb_rsp_var,
" than the Baseline var: ", glb_Baseline_mdl_var)
}
glb_model_type <- ifelse(glb_is_regression, "regression", "classification")
# Baseline
if (!is.null(glb_Baseline_mdl_var))
ret_lst <- myfit_mdl_fn(model_id="Baseline", model_method="mybaseln_classfr",
indep_vars_vctr=glb_Baseline_mdl_var,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)
# Most Frequent Outcome "MFO" model: mean(y) for regression
# Not using caret's nullModel since model stats not avl
# Cannot use rpart for multinomial classification since it predicts non-MFO
ret_lst <- myfit_mdl(model_id="MFO",
model_method=ifelse(glb_is_regression, "lm", "myMFO_classfr"),
model_type=glb_model_type,
indep_vars_vctr=".rnorm",
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)## [1] "fitting model: MFO.lm"
## [1] " indep_vars: .rnorm"
## Fitting parameter = none on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.8903 -0.5501 0.1015 0.5275 1.4077
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 7.08116 0.13834 51.185 <2e-16 ***
## .rnorm 0.04385 0.12505 0.351 0.729
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.6626 on 23 degrees of freedom
## Multiple R-squared: 0.005319, Adjusted R-squared: -0.03793
## F-statistic: 0.123 on 1 and 23 DF, p-value: 0.729
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns min.elapsedtime.everything
## 1 MFO.lm lm .rnorm 0 0.434
## min.elapsedtime.final max.R.sq.fit min.RMSE.fit max.R.sq.OOB
## 1 0.003 0.005318501 0.6355046 0.03093636
## min.RMSE.OOB max.Adj.R.sq.fit
## 1 0.4040443 -0.03792852if (glb_is_classification)
# "random" model - only for classification;
# none needed for regression since it is same as MFO
ret_lst <- myfit_mdl(model_id="Random", model_method="myrandom_classfr",
model_type=glb_model_type,
indep_vars_vctr=".rnorm",
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)
# Any models that have tuning parameters has "better" results with cross-validation
# (except rf) & "different" results for different outcome metrics
# Max.cor.Y
# Check impact of cv
# rpart is not a good candidate since caret does not optimize cp (only tuning parameter of rpart) well
ret_lst <- myfit_mdl(model_id="Max.cor.Y.cv.0",
model_method="rpart",
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df)## [1] "fitting model: Max.cor.Y.cv.0.rpart"
## [1] " indep_vars: AGST, HarvestRain"## Loading required package: rpart## Fitting cp = 0.431 on full training set## Loading required package: rpart.plot
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 25
##
## CP nsplit rel error
## 1 0.4309405 0 1
##
## Node number 1: 25 observations
## mean=7.067224, MSE=0.4060255
##
## n= 25
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 25 10.15064 7.067224 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.cv.0.rpart rpart AGST, HarvestRain 0
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.532 0.007 0
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB
## 1 0.6372013 0 0.410443ret_lst <- myfit_mdl(model_id="Max.cor.Y.cv.0.cp.0",
model_method="rpart",
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=0,
tune_models_df=data.frame(parameter="cp", min=0.0, max=0.0, by=0.1))## [1] "fitting model: Max.cor.Y.cv.0.cp.0.rpart"
## [1] " indep_vars: AGST, HarvestRain"
## Fitting cp = 0 on full training set
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 25
##
## CP nsplit rel error
## 1 0.4309405 0 1.0000000
## 2 0.0000000 1 0.5690595
##
## Variable importance
## AGST HarvestRain
## 92 8
##
## Node number 1: 25 observations, complexity param=0.4309405
## mean=7.067224, MSE=0.4060255
## left son=2 (14 obs) right son=3 (11 obs)
## Primary splits:
## AGST < 16.60835 to the left, improve=0.4309405, (0 missing)
## HarvestRain < 103 to the right, improve=0.2180438, (0 missing)
## Surrogate splits:
## HarvestRain < 142.5 to the right, agree=0.6, adj=0.091, (0 split)
##
## Node number 2: 14 observations
## mean=6.696443, MSE=0.2199036
##
## Node number 3: 11 observations
## mean=7.539127, MSE=0.2452423
##
## n= 25
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 25 10.150640 7.067224
## 2) AGST< 16.60835 14 3.078651 6.696443 *
## 3) AGST>=16.60835 11 2.697666 7.539127 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.cv.0.cp.0.rpart rpart AGST, HarvestRain 0
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.434 0.007 0.4309405
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB
## 1 0.4806794 0.6859661 0.230007if (glb_is_regression || glb_is_binomial) # For multinomials this model will be run next by default
ret_lst <- myfit_mdl(model_id="Max.cor.Y",
model_method="rpart",
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)## [1] "fitting model: Max.cor.Y.rpart"
## [1] " indep_vars: AGST, HarvestRain"## Warning in nominalTrainWorkflow(x = x, y = y, wts = weights, info =
## trainInfo, : There were missing values in resampled performance measures.## Aggregating results
## Selecting tuning parameters
## Fitting cp = 0.431 on full training set## Warning in myfit_mdl(model_id = "Max.cor.Y", model_method = "rpart",
## model_type = glb_model_type, : model's bestTune found at an extreme of
## tuneGrid for parameter: cp
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 25
##
## CP nsplit rel error
## 1 0.4309405 0 1
##
## Node number 1: 25 observations
## mean=7.067224, MSE=0.4060255
##
## n= 25
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 25 10.15064 7.067224 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.rpart rpart AGST, HarvestRain 3
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.913 0.007 0
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Rsquared.fit min.RMSESD.fit
## 1 0.635538 0 0.410443 NaN 0.112817
## max.RsquaredSD.fit
## 1 NA# Used to compare vs. Interactions.High.cor.Y and/or Max.cor.Y.TmSrs
ret_lst <- myfit_mdl(model_id="Max.cor.Y",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
model_type=glb_model_type,
indep_vars_vctr=max_cor_y_x_vars,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)## [1] "fitting model: Max.cor.Y.lm"
## [1] " indep_vars: AGST, HarvestRain"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.88321 -0.19600 0.06178 0.15379 0.59722
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -2.20265 1.85443 -1.188 0.247585
## AGST 0.60262 0.11128 5.415 1.94e-05 ***
## HarvestRain -0.00457 0.00101 -4.525 0.000167 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.3674 on 22 degrees of freedom
## Multiple R-squared: 0.7074, Adjusted R-squared: 0.6808
## F-statistic: 26.59 on 2 and 22 DF, p-value: 1.347e-06
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats max.nTuningRuns
## 1 Max.cor.Y.lm lm AGST, HarvestRain 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.812 0.003 0.7073708
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit max.Rsquared.fit
## 1 0.3556647 -0.08199948 0.4269395 0.6807681 0.7153633
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.07634126 0.1186477if (!is.null(glb_date_vars) &&
(sum(grepl(paste(glb_date_vars, "\\.day\\.minutes\\.poly\\.", sep=""),
names(glb_allobs_df))) > 0)) {
# ret_lst <- myfit_mdl(model_id="Max.cor.Y.TmSrs.poly1",
# model_method=ifelse(glb_is_regression, "lm",
# ifelse(glb_is_binomial, "glm", "rpart")),
# model_type=glb_model_type,
# indep_vars_vctr=c(max_cor_y_x_vars, paste0(glb_date_vars, ".day.minutes")),
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)
#
ret_lst <- myfit_mdl(model_id="Max.cor.Y.TmSrs.poly",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
model_type=glb_model_type,
indep_vars_vctr=c(max_cor_y_x_vars,
grep(paste(glb_date_vars, "\\.day\\.minutes\\.poly\\.", sep=""),
names(glb_allobs_df), value=TRUE)),
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)
}
# Interactions.High.cor.Y
if (length(int_feats <- setdiff(unique(glb_feats_df$cor.high.X), NA)) > 0) {
# lm & glm handle interaction terms; rpart & rf do not
if (glb_is_regression || glb_is_binomial) {
indep_vars_vctr <-
c(max_cor_y_x_vars, paste(max_cor_y_x_vars[1], int_feats, sep=":"))
} else { indep_vars_vctr <- union(max_cor_y_x_vars, int_feats) }
ret_lst <- myfit_mdl(model_id="Interact.High.cor.Y",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
model_type=glb_model_type,
indep_vars_vctr,
glb_rsp_var, glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)
} ## [1] "fitting model: Interact.High.cor.Y.lm"
## [1] " indep_vars: AGST, HarvestRain, AGST:FrancePop"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.63725 -0.21826 -0.02309 0.29330 0.46283
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -1.037e+00 1.637e+00 -0.633 0.53329
## AGST 6.925e-01 1.001e-01 6.921 7.74e-07 ***
## HarvestRain -4.476e-03 8.666e-04 -5.165 4.06e-05 ***
## `AGST:FrancePop` -3.248e-06 1.087e-06 -2.987 0.00703 **
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.3151 on 21 degrees of freedom
## Multiple R-squared: 0.7946, Adjusted R-squared: 0.7653
## F-statistic: 27.08 on 3 and 21 DF, p-value: 2.066e-07
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method feats
## 1 Interact.High.cor.Y.lm lm AGST, HarvestRain, AGST:FrancePop
## max.nTuningRuns min.elapsedtime.everything min.elapsedtime.final
## 1 1 0.808 0.003
## max.R.sq.fit min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## 1 0.7946092 0.2995031 0.4920449 0.2925267 0.7652676
## max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1 0.8010596 0.05596954 0.07281461# Low.cor.X
# if (glb_is_classification && glb_is_binomial)
# indep_vars_vctr <- subset(glb_feats_df, is.na(cor.high.X) &
# is.ConditionalX.y &
# (exclude.as.feat != 1))[, "id"] else
indep_vars_vctr <- subset(glb_feats_df, is.na(cor.high.X) & !myNearZV &
(exclude.as.feat != 1))[, "id"]
myadjust_interaction_feats <- function(vars_vctr) {
for (feat in subset(glb_feats_df, !is.na(interaction.feat))$id)
if (feat %in% vars_vctr)
vars_vctr <- union(setdiff(vars_vctr, feat),
paste0(glb_feats_df[glb_feats_df$id == feat, "interaction.feat"], ":", feat))
return(vars_vctr)
}
indep_vars_vctr <- myadjust_interaction_feats(indep_vars_vctr)
ret_lst <- myfit_mdl(model_id="Low.cor.X",
model_method=ifelse(glb_is_regression, "lm",
ifelse(glb_is_binomial, "glm", "rpart")),
indep_vars_vctr=indep_vars_vctr,
model_type=glb_model_type,
glb_rsp_var, glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=NULL)## [1] "fitting model: Low.cor.X.lm"
## [1] " indep_vars: AGST, WinterRain, .rnorm, FrancePop, HarvestRain"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.4759 -0.2362 -0.0083 0.2044 0.4996
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -4.302e-01 2.231e+00 -0.193 0.849167
## AGST 6.029e-01 1.012e-01 5.957 9.83e-06 ***
## WinterRain 1.078e-03 5.255e-04 2.052 0.054259 .
## .rnorm 2.363e-02 5.792e-02 0.408 0.687900
## FrancePop -5.074e-05 1.741e-05 -2.914 0.008893 **
## HarvestRain -3.902e-03 8.808e-04 -4.430 0.000287 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.3006 on 19 degrees of freedom
## Multiple R-squared: 0.8308, Adjusted R-squared: 0.7863
## F-statistic: 18.66 on 5 and 19 DF, p-value: 9.635e-07
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 Low.cor.X.lm lm
## feats max.nTuningRuns
## 1 AGST, WinterRain, .rnorm, FrancePop, HarvestRain 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.829 0.003 0.8308401
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit max.Rsquared.fit
## 1 0.2912797 0.7981196 0.1844166 0.7863244 0.8097281
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.02813009 0.04984159rm(ret_lst)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 10 fit.models 7 0 16.062 29.214 13.152
## 11 fit.models 7 1 29.214 NA NAfit.models_1_chunk_df <- myadd_chunk(NULL, "fit.models_1_bgn")## label step_major step_minor bgn end elapsed
## 1 fit.models_1_bgn 1 0 30.664 NA NA# Options:
# 1. rpart & rf manual tuning
# 2. rf without pca (default: with pca)
#stop(here); sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df
#glb_models_lst <- sav_models_lst; glb_models_df <- sav_models_df
# All X that is not user excluded
# if (glb_is_classification && glb_is_binomial) {
# model_id_pfx <- "Conditional.X"
# # indep_vars_vctr <- setdiff(names(glb_fitobs_df), union(glb_rsp_var, glb_exclude_vars_as_features))
# indep_vars_vctr <- subset(glb_feats_df, is.ConditionalX.y &
# (exclude.as.feat != 1))[, "id"]
# } else {
model_id_pfx <- "All.X"
indep_vars_vctr <- subset(glb_feats_df, !myNearZV &
(exclude.as.feat != 1))[, "id"]
# }
indep_vars_vctr <- myadjust_interaction_feats(indep_vars_vctr)
for (method in glb_models_method_vctr) {
fit.models_1_chunk_df <- myadd_chunk(fit.models_1_chunk_df,
paste0("fit.models_1_", method), major.inc=TRUE)
if (method %in% c("rpart", "rf")) {
# rpart: fubar's the tree
# rf: skip the scenario w/ .rnorm for speed
indep_vars_vctr <- setdiff(indep_vars_vctr, c(".rnorm"))
model_id <- paste0(model_id_pfx, ".no.rnorm")
} else model_id <- model_id_pfx
if (method %in% c("glm")) # for a "robust" glm model
indep_vars_vctr <- setdiff(indep_vars_vctr, c(NULL
,"A.nchrs.log" # correlated to "S.*"
,"A.ndgts.log" # correlated to "S.*"
,"A.nuppr.log" # correlated to "S.*"
,"A.npnct01.log" # identical to "S.npnct01.log"
,"A.npnct03.log" # correlated to "S.npnct03.log"
,"A.npnct04.log" # correlated to "S.npnct04.log"
,"A.npnct06.log" # identical to "S.npnct06.log"
,"A.npnct07.log" # identical to "S.npnct07.log"
,"A.npnct08.log" # correlated to "S.npnct08.log"
,"A.npnct11.log" # correlated to "S.*"
,"A.npnct12.log" # correlated to "S.*"
,"S.npnct14.log" # correlated to "A.*"
,"A.npnct15.log" # correlated to "S.npnct15.log"
,"A.npnct16.log" # correlated to "S.npnct16.log"
,"A.npnct19.log" # correlated to "S.*"
,"A.npnct20.log" # identical to "S.npnct20.log"
,"A.npnct21.log" # correlated to "S.npnct21.log"
,"A.P.daily.clip.report" # identical to "S.*"
,"S.P.daily.clip.report" # identical to "H.*"
,"A.P.http" # correlated to "A.npnct14.log"
,"A.P.fashion.week" # identical to "S.*"
,"H.P.first.draft" # correlated to "H.T.first"
,"A.P.first.draft" # identical to "S.*"
,"A.P.metropolitan.diary.colon" # identical to "S.*"
,"A.P.year.colon" # identical to "S.P.year.colon"
))
ret_lst <- myfit_mdl(model_id=model_id, model_method=method,
indep_vars_vctr=indep_vars_vctr,
model_type=glb_model_type,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df)
# If All.X.glm is less accurate than Low.Cor.X.glm
# check NA coefficients & filter appropriate terms in indep_vars_vctr
# if (method == "glm") {
# orig_glm <- glb_models_lst[[paste0(model_id, ".", model_method)]]$finalModel
# orig_glm <- glb_models_lst[["All.X.glm"]]$finalModel; print(summary(orig_glm))
# vif_orig_glm <- vif(orig_glm); print(vif_orig_glm)
# print(vif_orig_glm[!is.na(vif_orig_glm) & (vif_orig_glm == Inf)])
# print(which.max(vif_orig_glm))
# print(sort(vif_orig_glm[vif_orig_glm >= 1.0e+03], decreasing=TRUE))
# glb_fitobs_df[c(1143, 3637, 3953, 4105), c("UniqueID", "Popular", "H.P.quandary", "Headline")]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.nchrs.log", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.nchrs.log", glb_feats_df$id, value=TRUE), ]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.npnct14.log", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.npnct14.log", glb_feats_df$id, value=TRUE), ]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.T.scen", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.T.scen", glb_feats_df$id, value=TRUE), ]
# glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.P.first", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in% grep("[HSA]\\.P.first", glb_feats_df$id, value=TRUE), ]
# all.equal(glb_allobs_df$S.nuppr.log, glb_allobs_df$A.nuppr.log)
# all.equal(glb_allobs_df$S.npnct19.log, glb_allobs_df$A.npnct19.log)
# all.equal(glb_allobs_df$S.P.year.colon, glb_allobs_df$A.P.year.colon)
# all.equal(glb_allobs_df$S.T.share, glb_allobs_df$A.T.share)
# all.equal(glb_allobs_df$H.T.clip, glb_allobs_df$H.P.daily.clip.report)
# cor(glb_allobs_df$S.T.herald, glb_allobs_df$S.T.tribun)
# dsp_obs(Abstract.contains="[Dd]iar", cols=("Abstract"), all=TRUE)
# dsp_obs(Abstract.contains="[Ss]hare", cols=("Abstract"), all=TRUE)
# subset(glb_feats_df, cor.y.abs <= glb_feats_df[glb_feats_df$id == ".rnorm", "cor.y.abs"])
# corxx_mtrx <- cor(data.matrix(glb_allobs_df[, setdiff(names(glb_allobs_df), myfind_chr_cols_df(glb_allobs_df))]), use="pairwise.complete.obs"); abs_corxx_mtrx <- abs(corxx_mtrx); diag(abs_corxx_mtrx) <- 0
# which.max(abs_corxx_mtrx["S.T.tribun", ])
# abs_corxx_mtrx["A.npnct08.log", "S.npnct08.log"]
# step_glm <- step(orig_glm)
# }
# Since caret does not optimize rpart well
# if (method == "rpart")
# ret_lst <- myfit_mdl(model_id=paste0(model_id_pfx, ".cp.0"), model_method=method,
# indep_vars_vctr=indep_vars_vctr,
# model_type=glb_model_type,
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=0, tune_models_df=data.frame(parameter="cp", min=0.0, max=0.0, by=0.1))
}## label step_major step_minor bgn end elapsed
## 1 fit.models_1_bgn 1 0 30.664 30.676 0.013
## 2 fit.models_1_lm 2 0 30.677 NA NA
## [1] "fitting model: All.X.lm"
## [1] " indep_vars: AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.47395 -0.23778 -0.00723 0.20581 0.50061
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -6.273e-01 1.043e+01 -0.060 0.952714
## AGST 6.032e-01 1.055e-01 5.718 2.02e-05 ***
## Age 1.566e-03 8.085e-02 0.019 0.984759
## WinterRain 1.080e-03 5.514e-04 1.959 0.065777 .
## .rnorm 2.366e-02 5.954e-02 0.397 0.695716
## FrancePop -4.745e-05 1.706e-04 -0.278 0.784039
## HarvestRain -3.903e-03 9.059e-04 -4.309 0.000423 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.3089 on 18 degrees of freedom
## Multiple R-squared: 0.8308, Adjusted R-squared: 0.7745
## F-statistic: 14.74 on 6 and 18 DF, p-value: 4.484e-06
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.lm lm
## feats max.nTuningRuns
## 1 AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.798 0.003 0.8308437
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit max.Rsquared.fit
## 1 0.3235517 0.8022993 0.1824975 0.7744582 0.7670909
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.04699995 0.02454145
## label step_major step_minor bgn end elapsed
## 2 fit.models_1_lm 2 0 30.677 33.042 2.365
## 3 fit.models_1_glm 3 0 33.042 NA NA
## [1] "fitting model: All.X.glm"
## [1] " indep_vars: AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## NULL
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -0.47395 -0.23778 -0.00723 0.20581 0.50061
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -6.273e-01 1.043e+01 -0.060 0.952714
## AGST 6.032e-01 1.055e-01 5.718 2.02e-05 ***
## Age 1.566e-03 8.085e-02 0.019 0.984759
## WinterRain 1.080e-03 5.514e-04 1.959 0.065777 .
## .rnorm 2.366e-02 5.954e-02 0.397 0.695716
## FrancePop -4.745e-05 1.706e-04 -0.278 0.784039
## HarvestRain -3.903e-03 9.059e-04 -4.309 0.000423 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for gaussian family taken to be 0.09539138)
##
## Null deviance: 10.151 on 24 degrees of freedom
## Residual deviance: 1.717 on 18 degrees of freedom
## AIC: 19.99
##
## Number of Fisher Scoring iterations: 2
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.glm glm
## feats max.nTuningRuns
## 1 AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.846 0.007 0.8308437
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB min.aic.fit max.Rsquared.fit
## 1 0.3235517 0.8022993 0.1824975 19.99015 0.7670909
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.04699995 0.02454145
## label step_major step_minor bgn end elapsed
## 3 fit.models_1_glm 3 0 33.042 36.378 3.336
## 4 fit.models_1_bayesglm 4 0 36.378 NA NA
## [1] "fitting model: All.X.bayesglm"
## [1] " indep_vars: AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain"## Loading required package: arm
## Loading required package: MASS
##
## Attaching package: 'MASS'
##
## The following object is masked from 'package:dplyr':
##
## select
##
## Loading required package: Matrix
## Loading required package: lme4
## Loading required package: Rcpp
##
## arm (Version 1.8-5, built: 2015-05-13)
##
## Working directory is /Users/bbalaji-2012/Documents/Work/Courses/MIT/Analytics_Edge_15_071x/Lectures/LCTR2_LiquidAssets_Wine## Aggregating results
## Fitting final model on full training set
##
## Call:
## NULL
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -0.47444 -0.23706 -0.00695 0.20716 0.50150
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -5.831e-01 1.042e+01 -0.056 0.956007
## AGST 6.020e-01 1.054e-01 5.712 2.04e-05 ***
## Age 1.405e-03 8.080e-02 0.017 0.986322
## WinterRain 1.078e-03 5.513e-04 1.955 0.066303 .
## .rnorm 2.361e-02 5.952e-02 0.397 0.696218
## FrancePop -4.785e-05 1.705e-04 -0.281 0.782157
## HarvestRain -3.905e-03 9.058e-04 -4.311 0.000421 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for gaussian family taken to be 0.09539215)
##
## Null deviance: 10.1506 on 24 degrees of freedom
## Residual deviance: 1.7171 on 18 degrees of freedom
## AIC: 19.99
##
## Number of Fisher Scoring iterations: 15
##
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.bayesglm bayesglm
## feats max.nTuningRuns
## 1 AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 1.367 0.017 0.8308423
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB min.aic.fit max.Rsquared.fit
## 1 0.3238942 0.8010561 0.1829985 19.99035 0.7668579
## min.RMSESD.fit max.RsquaredSD.fit
## 1 0.04679248 0.02434823
## label step_major step_minor bgn end elapsed
## 4 fit.models_1_bayesglm 4 0 36.378 38.593 2.215
## 5 fit.models_1_rpart 5 0 38.594 NA NA
## [1] "fitting model: All.X.no.rnorm.rpart"
## [1] " indep_vars: AGST, Age, WinterRain, FrancePop, HarvestRain"## Warning in nominalTrainWorkflow(x = x, y = y, wts = weights, info =
## trainInfo, : There were missing values in resampled performance measures.
## Aggregating results
## Selecting tuning parameters
## Fitting cp = 0.431 on full training set## Warning in myfit_mdl(model_id = model_id, model_method = method,
## indep_vars_vctr = indep_vars_vctr, : model's bestTune found at an extreme
## of tuneGrid for parameter: cp
## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7,
## cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2,
## surrogatestyle = 0, maxdepth = 30, xval = 0))
## n= 25
##
## CP nsplit rel error
## 1 0.4309405 0 1
##
## Node number 1: 25 observations
## mean=7.067224, MSE=0.4060255
##
## n= 25
##
## node), split, n, deviance, yval
## * denotes terminal node
##
## 1) root 25 10.15064 7.067224 *
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.no.rnorm.rpart rpart
## feats max.nTuningRuns
## 1 AGST, Age, WinterRain, FrancePop, HarvestRain 3
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.833 0.007 0
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Rsquared.fit min.RMSESD.fit
## 1 0.635538 0 0.410443 NaN 0.112817
## max.RsquaredSD.fit
## 1 NA
## label step_major step_minor bgn end elapsed
## 5 fit.models_1_rpart 5 0 38.594 40.731 2.137
## 6 fit.models_1_rf 6 0 40.731 NA NA
## [1] "fitting model: All.X.no.rnorm.rf"
## [1] " indep_vars: AGST, Age, WinterRain, FrancePop, HarvestRain"## Loading required package: randomForest
## randomForest 4.6-10
## Type rfNews() to see new features/changes/bug fixes.
##
## Attaching package: 'randomForest'
##
## The following object is masked from 'package:dplyr':
##
## combine
## Aggregating results
## Selecting tuning parameters
## Fitting mtry = 5 on full training set## Warning in myfit_mdl(model_id = model_id, model_method = method,
## indep_vars_vctr = indep_vars_vctr, : model's bestTune found at an extreme
## of tuneGrid for parameter: mtry
## Length Class Mode
## call 4 -none- call
## type 1 -none- character
## predicted 25 -none- numeric
## mse 500 -none- numeric
## rsq 500 -none- numeric
## oob.times 25 -none- numeric
## importance 5 -none- numeric
## importanceSD 0 -none- NULL
## localImportance 0 -none- NULL
## proximity 0 -none- NULL
## ntree 1 -none- numeric
## mtry 1 -none- numeric
## forest 11 -none- list
## coefs 0 -none- NULL
## y 25 -none- numeric
## test 0 -none- NULL
## inbag 0 -none- NULL
## xNames 5 -none- character
## problemType 1 -none- character
## tuneValue 1 data.frame list
## obsLevels 1 -none- logical
## [1] " calling mypredict_mdl for fit:"
## [1] " calling mypredict_mdl for OOB:"
## model_id model_method
## 1 All.X.no.rnorm.rf rf
## feats max.nTuningRuns
## 1 AGST, Age, WinterRain, FrancePop, HarvestRain 3
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 1.099 0.024 0.8998729
## min.RMSE.fit max.R.sq.OOB min.RMSE.OOB max.Rsquared.fit min.RMSESD.fit
## 1 0.4285571 0.06103049 0.4009895 0.6783551 0.1227792
## max.RsquaredSD.fit
## 1 0.1114512# User specified
# easier to exclude features
#model_id_pfx <- "";
# indep_vars_vctr <- setdiff(names(glb_fitobs_df),
# union(union(glb_rsp_var, glb_exclude_vars_as_features),
# c("<feat1_name>", "<feat2_name>")))
# method <- ""
# easier to include features
# sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df; sav_featsimp_df <- glb_featsimp_df
# glb_models_lst <- sav_models_lst; glb_models_df <- sav_models_df; glm_featsimp_df <- sav_featsimp_df
#table(glb_allobs_df$myCategory, glb_allobs_df$H.P.readers.respond, glb_allobs_df[, glb_rsp_var], useNA="ifany")
#model_id <- "Rank9.2"; indep_vars_vctr <- c(NULL
# ,"<feat1>"
# ,"<feat1>*<feat2>"
# ,"<feat1>:<feat2>"
# )
# for (method in c("bayesglm")) {
# ret_lst <- myfit_mdl(model_id=model_id, model_method=method,
# indep_vars_vctr=indep_vars_vctr,
# model_type=glb_model_type,
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df)
# # csm_mdl_id <- paste0(model_id, ".", method)
# # csm_featsimp_df <- myget_feats_importance(glb_models_lst[[paste0(model_id, ".", method)]]); print(head(csm_featsimp_df))
# }
#csm_featsimp_df[grepl("H.npnct19.log", row.names(csm_featsimp_df)), , FALSE]
#csm_OOBobs_df <- glb_get_predictions(glb_OOBobs_df, mdl_id=csm_mdl_id, rsp_var_out=glb_rsp_var_out, prob_threshold_def=glb_models_df[glb_models_df$model_id == csm_mdl_id, "opt.prob.threshold.OOB"])
#print(sprintf("%s OOB confusion matrix & accuracy: ", csm_mdl_id)); print(t(confusionMatrix(csm_OOBobs_df[, paste0(glb_rsp_var_out, csm_mdl_id)], csm_OOBobs_df[, glb_rsp_var])$table))
#glb_models_df[, "max.Accuracy.OOB", FALSE]
#varImp(glb_models_lst[["Low.cor.X.glm"]])
#orderBy(~ -Overall, varImp(glb_models_lst[["All.X.2.glm"]])$importance)
#orderBy(~ -Overall, varImp(glb_models_lst[["All.X.3.glm"]])$importance)
#glb_feats_df[grepl("npnct28", glb_feats_df$id), ]
#print(sprintf("%s OOB confusion matrix & accuracy: ", glb_sel_mdl_id)); print(t(confusionMatrix(glb_OOBobs_df[, paste0(glb_rsp_var_out, glb_sel_mdl_id)], glb_OOBobs_df[, glb_rsp_var])$table))
# User specified bivariate models
# indep_vars_vctr_lst <- list()
# for (feat in setdiff(names(glb_fitobs_df),
# union(glb_rsp_var, glb_exclude_vars_as_features)))
# indep_vars_vctr_lst[["feat"]] <- feat
# User specified combinatorial models
# indep_vars_vctr_lst <- list()
# combn_mtrx <- combn(c("<feat1_name>", "<feat2_name>", "<featn_name>"),
# <num_feats_to_choose>)
# for (combn_ix in 1:ncol(combn_mtrx))
# #print(combn_mtrx[, combn_ix])
# indep_vars_vctr_lst[[combn_ix]] <- combn_mtrx[, combn_ix]
# template for myfit_mdl
# rf is hard-coded in caret to recognize only Accuracy / Kappa evaluation metrics
# only for OOB in trainControl ?
# ret_lst <- myfit_mdl_fn(model_id=paste0(model_id_pfx, ""), model_method=method,
# indep_vars_vctr=indep_vars_vctr,
# rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
# fit_df=glb_fitobs_df, OOB_df=glb_OOBobs_df,
# n_cv_folds=glb_n_cv_folds, tune_models_df=glb_tune_models_df,
# model_loss_mtrx=glb_model_metric_terms,
# model_summaryFunction=glb_model_metric_smmry,
# model_metric=glb_model_metric,
# model_metric_maximize=glb_model_metric_maximize)
# Simplify a model
# fit_df <- glb_fitobs_df; glb_mdl <- step(<complex>_mdl)
# Non-caret models
# rpart_area_mdl <- rpart(reformulate("Area", response=glb_rsp_var),
# data=glb_fitobs_df, #method="class",
# control=rpart.control(cp=0.12),
# parms=list(loss=glb_model_metric_terms))
# print("rpart_sel_wlm_mdl"); prp(rpart_sel_wlm_mdl)
#
print(glb_models_df)## model_id model_method
## MFO.lm MFO.lm lm
## Max.cor.Y.cv.0.rpart Max.cor.Y.cv.0.rpart rpart
## Max.cor.Y.cv.0.cp.0.rpart Max.cor.Y.cv.0.cp.0.rpart rpart
## Max.cor.Y.rpart Max.cor.Y.rpart rpart
## Max.cor.Y.lm Max.cor.Y.lm lm
## Interact.High.cor.Y.lm Interact.High.cor.Y.lm lm
## Low.cor.X.lm Low.cor.X.lm lm
## All.X.lm All.X.lm lm
## All.X.glm All.X.glm glm
## All.X.bayesglm All.X.bayesglm bayesglm
## All.X.no.rnorm.rpart All.X.no.rnorm.rpart rpart
## All.X.no.rnorm.rf All.X.no.rnorm.rf rf
## feats
## MFO.lm .rnorm
## Max.cor.Y.cv.0.rpart AGST, HarvestRain
## Max.cor.Y.cv.0.cp.0.rpart AGST, HarvestRain
## Max.cor.Y.rpart AGST, HarvestRain
## Max.cor.Y.lm AGST, HarvestRain
## Interact.High.cor.Y.lm AGST, HarvestRain, AGST:FrancePop
## Low.cor.X.lm AGST, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.lm AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.glm AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.bayesglm AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.no.rnorm.rpart AGST, Age, WinterRain, FrancePop, HarvestRain
## All.X.no.rnorm.rf AGST, Age, WinterRain, FrancePop, HarvestRain
## max.nTuningRuns min.elapsedtime.everything
## MFO.lm 0 0.434
## Max.cor.Y.cv.0.rpart 0 0.532
## Max.cor.Y.cv.0.cp.0.rpart 0 0.434
## Max.cor.Y.rpart 3 0.913
## Max.cor.Y.lm 1 0.812
## Interact.High.cor.Y.lm 1 0.808
## Low.cor.X.lm 1 0.829
## All.X.lm 1 0.798
## All.X.glm 1 0.846
## All.X.bayesglm 1 1.367
## All.X.no.rnorm.rpart 3 0.833
## All.X.no.rnorm.rf 3 1.099
## min.elapsedtime.final max.R.sq.fit min.RMSE.fit
## MFO.lm 0.003 0.005318501 0.6355046
## Max.cor.Y.cv.0.rpart 0.007 0.000000000 0.6372013
## Max.cor.Y.cv.0.cp.0.rpart 0.007 0.430940497 0.4806794
## Max.cor.Y.rpart 0.007 0.000000000 0.6355380
## Max.cor.Y.lm 0.003 0.707370766 0.3556647
## Interact.High.cor.Y.lm 0.003 0.794609155 0.2995031
## Low.cor.X.lm 0.003 0.830840125 0.2912797
## All.X.lm 0.003 0.830843651 0.3235517
## All.X.glm 0.007 0.830843651 0.3235517
## All.X.bayesglm 0.017 0.830842305 0.3238942
## All.X.no.rnorm.rpart 0.007 0.000000000 0.6355380
## All.X.no.rnorm.rf 0.024 0.899872888 0.4285571
## max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.fit
## MFO.lm 0.03093636 0.4040443 -0.03792852
## Max.cor.Y.cv.0.rpart 0.00000000 0.4104430 NA
## Max.cor.Y.cv.0.cp.0.rpart 0.68596606 0.2300070 NA
## Max.cor.Y.rpart 0.00000000 0.4104430 NA
## Max.cor.Y.lm -0.08199948 0.4269395 0.68076811
## Interact.High.cor.Y.lm 0.49204495 0.2925267 0.76526761
## Low.cor.X.lm 0.79811956 0.1844166 0.78632437
## All.X.lm 0.80229929 0.1824975 0.77445820
## All.X.glm 0.80229929 0.1824975 NA
## All.X.bayesglm 0.80105609 0.1829985 NA
## All.X.no.rnorm.rpart 0.00000000 0.4104430 NA
## All.X.no.rnorm.rf 0.06103049 0.4009895 NA
## max.Rsquared.fit min.RMSESD.fit
## MFO.lm NA NA
## Max.cor.Y.cv.0.rpart NA NA
## Max.cor.Y.cv.0.cp.0.rpart NA NA
## Max.cor.Y.rpart NaN 0.11281698
## Max.cor.Y.lm 0.7153633 0.07634126
## Interact.High.cor.Y.lm 0.8010596 0.05596954
## Low.cor.X.lm 0.8097281 0.02813009
## All.X.lm 0.7670909 0.04699995
## All.X.glm 0.7670909 0.04699995
## All.X.bayesglm 0.7668579 0.04679248
## All.X.no.rnorm.rpart NaN 0.11281698
## All.X.no.rnorm.rf 0.6783551 0.12277920
## max.RsquaredSD.fit min.aic.fit
## MFO.lm NA NA
## Max.cor.Y.cv.0.rpart NA NA
## Max.cor.Y.cv.0.cp.0.rpart NA NA
## Max.cor.Y.rpart NA NA
## Max.cor.Y.lm 0.11864775 NA
## Interact.High.cor.Y.lm 0.07281461 NA
## Low.cor.X.lm 0.04984159 NA
## All.X.lm 0.02454145 NA
## All.X.glm 0.02454145 19.99015
## All.X.bayesglm 0.02434823 19.99035
## All.X.no.rnorm.rpart NA NA
## All.X.no.rnorm.rf 0.11145122 NArm(ret_lst)
fit.models_1_chunk_df <- myadd_chunk(fit.models_1_chunk_df, "fit.models_1_end",
major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 6 fit.models_1_rf 6 0 40.731 43.17 2.439
## 7 fit.models_1_end 7 0 43.170 NA NAglb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 11 fit.models 7 1 29.214 43.176 13.963
## 12 fit.models 7 2 43.177 NA NAif (!is.null(glb_model_metric_smmry)) {
stats_df <- glb_models_df[, "model_id", FALSE]
stats_mdl_df <- data.frame()
for (model_id in stats_df$model_id) {
stats_mdl_df <- rbind(stats_mdl_df,
mypredict_mdl(glb_models_lst[[model_id]], glb_fitobs_df, glb_rsp_var,
glb_rsp_var_out, model_id, "fit",
glb_model_metric_smmry, glb_model_metric,
glb_model_metric_maximize, ret_type="stats"))
}
stats_df <- merge(stats_df, stats_mdl_df, all.x=TRUE)
stats_mdl_df <- data.frame()
for (model_id in stats_df$model_id) {
stats_mdl_df <- rbind(stats_mdl_df,
mypredict_mdl(glb_models_lst[[model_id]], glb_OOBobs_df, glb_rsp_var,
glb_rsp_var_out, model_id, "OOB",
glb_model_metric_smmry, glb_model_metric,
glb_model_metric_maximize, ret_type="stats"))
}
stats_df <- merge(stats_df, stats_mdl_df, all.x=TRUE)
# tmp_models_df <- orderBy(~model_id, glb_models_df)
# rownames(tmp_models_df) <- seq(1, nrow(tmp_models_df))
# all.equal(subset(tmp_models_df[, names(stats_df)], model_id != "Random.myrandom_classfr"),
# subset(stats_df, model_id != "Random.myrandom_classfr"))
# print(subset(tmp_models_df[, names(stats_df)], model_id != "Random.myrandom_classfr")[, c("model_id", "max.Accuracy.fit")])
# print(subset(stats_df, model_id != "Random.myrandom_classfr")[, c("model_id", "max.Accuracy.fit")])
print("Merging following data into glb_models_df:")
print(stats_mrg_df <- stats_df[, c(1, grep(glb_model_metric, names(stats_df)))])
print(tmp_models_df <- orderBy(~model_id, glb_models_df[, c("model_id", grep(glb_model_metric, names(stats_df), value=TRUE))]))
tmp2_models_df <- glb_models_df[, c("model_id", setdiff(names(glb_models_df), grep(glb_model_metric, names(stats_df), value=TRUE)))]
tmp3_models_df <- merge(tmp2_models_df, stats_mrg_df, all.x=TRUE, sort=FALSE)
print(tmp3_models_df)
print(names(tmp3_models_df))
print(glb_models_df <- subset(tmp3_models_df, select=-model_id.1))
}
plt_models_df <- glb_models_df[, -grep("SD|Upper|Lower", names(glb_models_df))]
for (var in grep("^min.", names(plt_models_df), value=TRUE)) {
plt_models_df[, sub("min.", "inv.", var)] <-
#ifelse(all(is.na(tmp <- plt_models_df[, var])), NA, 1.0 / tmp)
1.0 / plt_models_df[, var]
plt_models_df <- plt_models_df[ , -grep(var, names(plt_models_df))]
}
print(plt_models_df)## model_id model_method
## MFO.lm MFO.lm lm
## Max.cor.Y.cv.0.rpart Max.cor.Y.cv.0.rpart rpart
## Max.cor.Y.cv.0.cp.0.rpart Max.cor.Y.cv.0.cp.0.rpart rpart
## Max.cor.Y.rpart Max.cor.Y.rpart rpart
## Max.cor.Y.lm Max.cor.Y.lm lm
## Interact.High.cor.Y.lm Interact.High.cor.Y.lm lm
## Low.cor.X.lm Low.cor.X.lm lm
## All.X.lm All.X.lm lm
## All.X.glm All.X.glm glm
## All.X.bayesglm All.X.bayesglm bayesglm
## All.X.no.rnorm.rpart All.X.no.rnorm.rpart rpart
## All.X.no.rnorm.rf All.X.no.rnorm.rf rf
## feats
## MFO.lm .rnorm
## Max.cor.Y.cv.0.rpart AGST, HarvestRain
## Max.cor.Y.cv.0.cp.0.rpart AGST, HarvestRain
## Max.cor.Y.rpart AGST, HarvestRain
## Max.cor.Y.lm AGST, HarvestRain
## Interact.High.cor.Y.lm AGST, HarvestRain, AGST:FrancePop
## Low.cor.X.lm AGST, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.lm AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.glm AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.bayesglm AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain
## All.X.no.rnorm.rpart AGST, Age, WinterRain, FrancePop, HarvestRain
## All.X.no.rnorm.rf AGST, Age, WinterRain, FrancePop, HarvestRain
## max.nTuningRuns max.R.sq.fit max.R.sq.OOB
## MFO.lm 0 0.005318501 0.03093636
## Max.cor.Y.cv.0.rpart 0 0.000000000 0.00000000
## Max.cor.Y.cv.0.cp.0.rpart 0 0.430940497 0.68596606
## Max.cor.Y.rpart 3 0.000000000 0.00000000
## Max.cor.Y.lm 1 0.707370766 -0.08199948
## Interact.High.cor.Y.lm 1 0.794609155 0.49204495
## Low.cor.X.lm 1 0.830840125 0.79811956
## All.X.lm 1 0.830843651 0.80229929
## All.X.glm 1 0.830843651 0.80229929
## All.X.bayesglm 1 0.830842305 0.80105609
## All.X.no.rnorm.rpart 3 0.000000000 0.00000000
## All.X.no.rnorm.rf 3 0.899872888 0.06103049
## max.Adj.R.sq.fit max.Rsquared.fit
## MFO.lm -0.03792852 NA
## Max.cor.Y.cv.0.rpart NA NA
## Max.cor.Y.cv.0.cp.0.rpart NA NA
## Max.cor.Y.rpart NA NaN
## Max.cor.Y.lm 0.68076811 0.7153633
## Interact.High.cor.Y.lm 0.76526761 0.8010596
## Low.cor.X.lm 0.78632437 0.8097281
## All.X.lm 0.77445820 0.7670909
## All.X.glm NA 0.7670909
## All.X.bayesglm NA 0.7668579
## All.X.no.rnorm.rpart NA NaN
## All.X.no.rnorm.rf NA 0.6783551
## inv.elapsedtime.everything inv.elapsedtime.final
## MFO.lm 2.3041475 333.33333
## Max.cor.Y.cv.0.rpart 1.8796992 142.85714
## Max.cor.Y.cv.0.cp.0.rpart 2.3041475 142.85714
## Max.cor.Y.rpart 1.0952903 142.85714
## Max.cor.Y.lm 1.2315271 333.33333
## Interact.High.cor.Y.lm 1.2376238 333.33333
## Low.cor.X.lm 1.2062726 333.33333
## All.X.lm 1.2531328 333.33333
## All.X.glm 1.1820331 142.85714
## All.X.bayesglm 0.7315289 58.82353
## All.X.no.rnorm.rpart 1.2004802 142.85714
## All.X.no.rnorm.rf 0.9099181 41.66667
## inv.RMSE.fit inv.RMSE.OOB inv.aic.fit
## MFO.lm 1.573553 2.474976 NA
## Max.cor.Y.cv.0.rpart 1.569363 2.436392 NA
## Max.cor.Y.cv.0.cp.0.rpart 2.080389 4.347693 NA
## Max.cor.Y.rpart 1.573470 2.436392 NA
## Max.cor.Y.lm 2.811637 2.342252 NA
## Interact.High.cor.Y.lm 3.338864 3.418492 NA
## Low.cor.X.lm 3.433126 5.422506 NA
## All.X.lm 3.090696 5.479527 NA
## All.X.glm 3.090696 5.479527 0.05002464
## All.X.bayesglm 3.087428 5.464525 0.05002414
## All.X.no.rnorm.rpart 1.573470 2.436392 NA
## All.X.no.rnorm.rf 2.333412 2.493831 NAprint(myplot_radar(radar_inp_df=plt_models_df))## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 12. Consider specifying shapes manually. if you must have them.## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_path).## Warning in loop_apply(n, do.ply): Removed 69 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 22 rows containing missing values
## (geom_text).## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 12. Consider specifying shapes manually. if you must have them.
# print(myplot_radar(radar_inp_df=subset(plt_models_df,
# !(model_id %in% grep("random|MFO", plt_models_df$model_id, value=TRUE)))))
# Compute CI for <metric>SD
glb_models_df <- mutate(glb_models_df,
max.df = ifelse(max.nTuningRuns > 1, max.nTuningRuns - 1, NA),
min.sd2ci.scaler = ifelse(is.na(max.df), NA, qt(0.975, max.df)))
for (var in grep("SD", names(glb_models_df), value=TRUE)) {
# Does CI alredy exist ?
var_components <- unlist(strsplit(var, "SD"))
varActul <- paste0(var_components[1], var_components[2])
varUpper <- paste0(var_components[1], "Upper", var_components[2])
varLower <- paste0(var_components[1], "Lower", var_components[2])
if (varUpper %in% names(glb_models_df)) {
warning(varUpper, " already exists in glb_models_df")
# Assuming Lower also exists
next
}
print(sprintf("var:%s", var))
# CI is dependent on sample size in t distribution; df=n-1
glb_models_df[, varUpper] <- glb_models_df[, varActul] +
glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
glb_models_df[, varLower] <- glb_models_df[, varActul] -
glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
}## [1] "var:min.RMSESD.fit"
## [1] "var:max.RsquaredSD.fit"# Plot metrics with CI
plt_models_df <- glb_models_df[, "model_id", FALSE]
pltCI_models_df <- glb_models_df[, "model_id", FALSE]
for (var in grep("Upper", names(glb_models_df), value=TRUE)) {
var_components <- unlist(strsplit(var, "Upper"))
col_name <- unlist(paste(var_components, collapse=""))
plt_models_df[, col_name] <- glb_models_df[, col_name]
for (name in paste0(var_components[1], c("Upper", "Lower"), var_components[2]))
pltCI_models_df[, name] <- glb_models_df[, name]
}
build_statsCI_data <- function(plt_models_df) {
mltd_models_df <- melt(plt_models_df, id.vars="model_id")
mltd_models_df$data <- sapply(1:nrow(mltd_models_df),
function(row_ix) tail(unlist(strsplit(as.character(
mltd_models_df[row_ix, "variable"]), "[.]")), 1))
mltd_models_df$label <- sapply(1:nrow(mltd_models_df),
function(row_ix) head(unlist(strsplit(as.character(
mltd_models_df[row_ix, "variable"]),
paste0(".", mltd_models_df[row_ix, "data"]))), 1))
#print(mltd_models_df)
return(mltd_models_df)
}
mltd_models_df <- build_statsCI_data(plt_models_df)
mltdCI_models_df <- melt(pltCI_models_df, id.vars="model_id")
for (row_ix in 1:nrow(mltdCI_models_df)) {
for (type in c("Upper", "Lower")) {
if (length(var_components <- unlist(strsplit(
as.character(mltdCI_models_df[row_ix, "variable"]), type))) > 1) {
#print(sprintf("row_ix:%d; type:%s; ", row_ix, type))
mltdCI_models_df[row_ix, "label"] <- var_components[1]
mltdCI_models_df[row_ix, "data"] <-
unlist(strsplit(var_components[2], "[.]"))[2]
mltdCI_models_df[row_ix, "type"] <- type
break
}
}
}
#print(mltdCI_models_df)
# castCI_models_df <- dcast(mltdCI_models_df, value ~ type, fun.aggregate=sum)
# print(castCI_models_df)
wideCI_models_df <- reshape(subset(mltdCI_models_df, select=-variable),
timevar="type",
idvar=setdiff(names(mltdCI_models_df), c("type", "value", "variable")),
direction="wide")
#print(wideCI_models_df)
mrgdCI_models_df <- merge(wideCI_models_df, mltd_models_df, all.x=TRUE)
#print(mrgdCI_models_df)
# Merge stats back in if CIs don't exist
goback_vars <- c()
for (var in unique(mltd_models_df$label)) {
for (type in unique(mltd_models_df$data)) {
var_type <- paste0(var, ".", type)
# if this data is already present, next
if (var_type %in% unique(paste(mltd_models_df$label, mltd_models_df$data,
sep=".")))
next
#print(sprintf("var_type:%s", var_type))
goback_vars <- c(goback_vars, var_type)
}
}
if (length(goback_vars) > 0) {
mltd_goback_df <- build_statsCI_data(glb_models_df[, c("model_id", goback_vars)])
mltd_models_df <- rbind(mltd_models_df, mltd_goback_df)
}
mltd_models_df <- merge(mltd_models_df, glb_models_df[, c("model_id", "model_method")],
all.x=TRUE)
png(paste0(glb_out_pfx, "models_bar.png"), width=480*3, height=480*2)
print(gp <- myplot_bar(mltd_models_df, "model_id", "value", colorcol_name="model_method") +
geom_errorbar(data=mrgdCI_models_df,
mapping=aes(x=model_id, ymax=value.Upper, ymin=value.Lower), width=0.5) +
facet_grid(label ~ data, scales="free") +
theme(axis.text.x = element_text(angle = 90,vjust = 0.5)))## Warning in loop_apply(n, do.ply): Removed 5 rows containing missing values
## (position_stack).dev.off()## quartz_off_screen
## 2print(gp)## Warning in loop_apply(n, do.ply): Removed 5 rows containing missing values
## (position_stack).
# used for console inspection
model_evl_terms <- c(NULL)
for (metric in glb_model_evl_criteria)
model_evl_terms <- c(model_evl_terms,
ifelse(length(grep("max", metric)) > 0, "-", "+"), metric)
if (glb_is_classification && glb_is_binomial)
model_evl_terms <- c(model_evl_terms, "-", "opt.prob.threshold.OOB")
model_sel_frmla <- as.formula(paste(c("~ ", model_evl_terms), collapse=" "))
dsp_models_cols <- c("model_id", glb_model_evl_criteria)
if (glb_is_classification && glb_is_binomial)
dsp_models_cols <- c(dsp_models_cols, "opt.prob.threshold.OOB")
print(dsp_models_df <- orderBy(model_sel_frmla, glb_models_df)[, dsp_models_cols])## model_id min.RMSE.OOB max.R.sq.OOB max.Adj.R.sq.fit
## 8 All.X.lm 0.1824975 0.80229929 0.77445820
## 9 All.X.glm 0.1824975 0.80229929 NA
## 10 All.X.bayesglm 0.1829985 0.80105609 NA
## 7 Low.cor.X.lm 0.1844166 0.79811956 0.78632437
## 3 Max.cor.Y.cv.0.cp.0.rpart 0.2300070 0.68596606 NA
## 6 Interact.High.cor.Y.lm 0.2925267 0.49204495 0.76526761
## 12 All.X.no.rnorm.rf 0.4009895 0.06103049 NA
## 1 MFO.lm 0.4040443 0.03093636 -0.03792852
## 2 Max.cor.Y.cv.0.rpart 0.4104430 0.00000000 NA
## 4 Max.cor.Y.rpart 0.4104430 0.00000000 NA
## 11 All.X.no.rnorm.rpart 0.4104430 0.00000000 NA
## 5 Max.cor.Y.lm 0.4269395 -0.08199948 0.68076811print(myplot_radar(radar_inp_df=dsp_models_df))## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 12. Consider specifying shapes manually. if you must have them.## Warning in loop_apply(n, do.ply): Removed 6 rows containing missing values
## (geom_path).## Warning in loop_apply(n, do.ply): Removed 25 rows containing missing values
## (geom_point).## Warning in loop_apply(n, do.ply): Removed 7 rows containing missing values
## (geom_text).## Warning in RColorBrewer::brewer.pal(n, pal): n too large, allowed maximum for palette Set1 is 9
## Returning the palette you asked for with that many colors## Warning: The shape palette can deal with a maximum of 6 discrete values
## because more than 6 becomes difficult to discriminate; you have
## 12. Consider specifying shapes manually. if you must have them.
print("Metrics used for model selection:"); print(model_sel_frmla)## [1] "Metrics used for model selection:"## ~+min.RMSE.OOB - max.R.sq.OOB - max.Adj.R.sq.fitprint(sprintf("Best model id: %s", dsp_models_df[1, "model_id"]))## [1] "Best model id: All.X.lm"if (is.null(glb_sel_mdl_id)) {
glb_sel_mdl_id <- dsp_models_df[1, "model_id"]
if (glb_sel_mdl_id == "Interact.High.cor.Y.glm") {
warning("glb_sel_mdl_id: Interact.High.cor.Y.glm; myextract_mdl_feats does not currently support interaction terms")
glb_sel_mdl_id <- dsp_models_df[2, "model_id"]
}
} else
print(sprintf("User specified selection: %s", glb_sel_mdl_id))
myprint_mdl(glb_sel_mdl <- glb_models_lst[[glb_sel_mdl_id]])
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.47395 -0.23778 -0.00723 0.20581 0.50061
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -6.273e-01 1.043e+01 -0.060 0.952714
## AGST 6.032e-01 1.055e-01 5.718 2.02e-05 ***
## Age 1.566e-03 8.085e-02 0.019 0.984759
## WinterRain 1.080e-03 5.514e-04 1.959 0.065777 .
## .rnorm 2.366e-02 5.954e-02 0.397 0.695716
## FrancePop -4.745e-05 1.706e-04 -0.278 0.784039
## HarvestRain -3.903e-03 9.059e-04 -4.309 0.000423 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.3089 on 18 degrees of freedom
## Multiple R-squared: 0.8308, Adjusted R-squared: 0.7745
## F-statistic: 14.74 on 6 and 18 DF, p-value: 4.484e-06## [1] TRUE# From here to save(), this should all be in one function
# these are executed in the same seq twice more:
# fit.data.training & predict.data.new chunks
glb_get_predictions <- function(df, mdl_id, rsp_var_out, prob_threshold_def=NULL) {
mdl <- glb_models_lst[[mdl_id]]
rsp_var_out <- paste0(rsp_var_out, mdl_id)
if (glb_is_regression) {
df[, rsp_var_out] <- predict(mdl, newdata=df, type="raw")
print(myplot_scatter(df, glb_rsp_var, rsp_var_out, smooth=TRUE))
df[, paste0(rsp_var_out, ".err")] <-
abs(df[, rsp_var_out] - df[, glb_rsp_var])
print(head(orderBy(reformulate(c("-", paste0(rsp_var_out, ".err"))),
df)))
}
if (glb_is_classification && glb_is_binomial) {
prob_threshold <- glb_models_df[glb_models_df$model_id == mdl_id,
"opt.prob.threshold.OOB"]
if (is.null(prob_threshold) || is.na(prob_threshold)) {
warning("Using default probability threshold: ", prob_threshold_def)
if (is.null(prob_threshold <- prob_threshold_def))
stop("Default probability threshold is NULL")
}
df[, paste0(rsp_var_out, ".prob")] <-
predict(mdl, newdata=df, type="prob")[, 2]
df[, rsp_var_out] <-
factor(levels(df[, glb_rsp_var])[
(df[, paste0(rsp_var_out, ".prob")] >=
prob_threshold) * 1 + 1], levels(df[, glb_rsp_var]))
# prediction stats already reported by myfit_mdl ???
}
if (glb_is_classification && !glb_is_binomial) {
df[, rsp_var_out] <- predict(mdl, newdata=df, type="raw")
df[, paste0(rsp_var_out, ".prob")] <-
predict(mdl, newdata=df, type="prob")
}
return(df)
}
glb_OOBobs_df <- glb_get_predictions(df=glb_OOBobs_df, mdl_id=glb_sel_mdl_id,
rsp_var_out=glb_rsp_var_out)## Warning in loop_apply(n, do.ply): span too small. fewer data values than
## degrees of freedom.## Warning in loop_apply(n, do.ply): at 6.4956## Warning in loop_apply(n, do.ply): radius 5.203e-06## Warning in loop_apply(n, do.ply): all data on boundary of neighborhood.
## make span bigger## Warning in loop_apply(n, do.ply): pseudoinverse used at 6.4956## Warning in loop_apply(n, do.ply): neighborhood radius 0.002281## Warning in loop_apply(n, do.ply): reciprocal condition number 1## Warning in loop_apply(n, do.ply): at 6.9564## Warning in loop_apply(n, do.ply): radius 5.203e-06## Warning in loop_apply(n, do.ply): all data on boundary of neighborhood.
## make span bigger## Warning in loop_apply(n, do.ply): There are other near singularities as
## well. 5.203e-06## Warning in loop_apply(n, do.ply): zero-width neighborhood. make span bigger## Warning in loop_apply(n, do.ply): zero-width neighborhood. make span bigger## Warning in loop_apply(n, do.ply): NaNs produced
## Year Price WinterRain AGST HarvestRain Age FrancePop .src
## 27 1980 6.4979 578 16.0000 74 3 55110.24 Test
## 26 1979 6.9541 717 16.1667 122 4 54835.83 Test
## .rnorm Price.predict.All.X.lm Price.predict.All.X.lm.err
## 27 -0.7757516 6.731440 0.2335403
## 26 0.6962816 6.844238 0.1098618predct_accurate_var_name <- paste0(glb_rsp_var_out, glb_sel_mdl_id, ".accurate")
glb_OOBobs_df[, predct_accurate_var_name] <-
(glb_OOBobs_df[, glb_rsp_var] ==
glb_OOBobs_df[, paste0(glb_rsp_var_out, glb_sel_mdl_id)])
#stop(here"); sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df
glb_featsimp_df <-
myget_feats_importance(mdl=glb_sel_mdl, featsimp_df=NULL)
glb_featsimp_df[, paste0(glb_sel_mdl_id, ".importance")] <- glb_featsimp_df$importance
print(glb_featsimp_df)## importance All.X.lm.importance
## AGST 100.000000 100.000000
## HarvestRain 75.270345 75.270345
## WinterRain 34.040222 34.040222
## .rnorm 6.634743 6.634743
## FrancePop 4.541969 4.541969
## Age 0.000000 0.000000# Used again in fit.data.training & predict.data.new chunks
glb_analytics_diag_plots <- function(obs_df, mdl_id, prob_threshold=NULL) {
featsimp_df <- glb_featsimp_df
featsimp_df$feat <- gsub("`(.*?)`", "\\1", row.names(featsimp_df))
featsimp_df$feat.interact <- gsub("(.*?):(.*)", "\\2", featsimp_df$feat)
featsimp_df$feat <- gsub("(.*?):(.*)", "\\1", featsimp_df$feat)
featsimp_df$feat.interact <- ifelse(featsimp_df$feat.interact == featsimp_df$feat,
NA, featsimp_df$feat.interact)
featsimp_df$feat <- gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat)
featsimp_df$feat.interact <- gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat.interact)
featsimp_df <- orderBy(~ -importance.max, summaryBy(importance ~ feat + feat.interact,
data=featsimp_df, FUN=max))
#rex_str=":(.*)"; txt_vctr=tail(featsimp_df$feat); ret_lst <- regexec(rex_str, txt_vctr); ret_lst <- regmatches(txt_vctr, ret_lst); ret_vctr <- sapply(1:length(ret_lst), function(pos_ix) ifelse(length(ret_lst[[pos_ix]]) > 0, ret_lst[[pos_ix]], "")); print(ret_vctr <- ret_vctr[ret_vctr != ""])
if (nrow(featsimp_df) > 5) {
warning("Limiting important feature scatter plots to 5 out of ", nrow(featsimp_df))
featsimp_df <- head(featsimp_df, 5)
}
# if (!all(is.na(featsimp_df$feat.interact)))
# stop("not implemented yet")
rsp_var_out <- paste0(glb_rsp_var_out, mdl_id)
for (var in featsimp_df$feat) {
plot_df <- melt(obs_df, id.vars=var,
measure.vars=c(glb_rsp_var, rsp_var_out))
# if (var == "<feat_name>") print(myplot_scatter(plot_df, var, "value",
# facet_colcol_name="variable") +
# geom_vline(xintercept=<divider_val>, linetype="dotted")) else
print(myplot_scatter(plot_df, var, "value", colorcol_name="variable",
facet_colcol_name="variable", jitter=TRUE) +
guides(color=FALSE))
}
if (glb_is_regression) {
if (nrow(featsimp_df) == 0)
warning("No important features in glb_fin_mdl") else
print(myplot_prediction_regression(df=obs_df,
feat_x=ifelse(nrow(featsimp_df) > 1, featsimp_df$feat[2],
".rownames"),
feat_y=featsimp_df$feat[1],
rsp_var=glb_rsp_var, rsp_var_out=rsp_var_out,
id_vars=glb_id_var)
# + facet_wrap(reformulate(featsimp_df$feat[2])) # if [1 or 2] is a factor
# + geom_point(aes_string(color="<col_name>.fctr")) # to color the plot
)
}
if (glb_is_classification) {
if (nrow(featsimp_df) == 0)
warning("No features in selected model are statistically important")
else print(myplot_prediction_classification(df=obs_df,
feat_x=ifelse(nrow(featsimp_df) > 1, featsimp_df$feat[2],
".rownames"),
feat_y=featsimp_df$feat[1],
rsp_var=glb_rsp_var,
rsp_var_out=rsp_var_out,
id_vars=glb_id_var,
prob_threshold=prob_threshold)
# + geom_hline(yintercept=<divider_val>, linetype = "dotted")
)
}
}
if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glb_OOBobs_df, mdl_id=glb_sel_mdl_id,
prob_threshold=glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glb_OOBobs_df, mdl_id=glb_sel_mdl_id) ## Warning in glb_analytics_diag_plots(obs_df = glb_OOBobs_df, mdl_id =
## glb_sel_mdl_id): Limiting important feature scatter plots to 5 out of 6
## Year Price WinterRain AGST HarvestRain Age FrancePop .src
## 27 1980 6.4979 578 16.0000 74 3 55110.24 Test
## 26 1979 6.9541 717 16.1667 122 4 54835.83 Test
## .rnorm Price.predict.All.X.lm Price.predict.All.X.lm.err
## 27 -0.7757516 6.731440 0.2335403
## 26 0.6962816 6.844238 0.1098618
## Price.predict.All.X.lm.accurate .label
## 27 FALSE 1980
## 26 FALSE 1979
# gather predictions from models better than MFO.*
#mdl_id <- "Conditional.X.rf"
#mdl_id <- "Conditional.X.cp.0.rpart"
#mdl_id <- "Conditional.X.rpart"
# glb_OOBobs_df <- glb_get_predictions(df=glb_OOBobs_df, mdl_id,
# glb_rsp_var_out)
# print(t(confusionMatrix(glb_OOBobs_df[, paste0(glb_rsp_var_out, mdl_id)],
# glb_OOBobs_df[, glb_rsp_var])$table))
FN_OOB_ids <- c(4721, 4020, 693, 92)
print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])## [1] Price Price.predict.All.X.lm
## [3] Price.predict.All.X.lm.err Price.predict.All.X.lm.accurate
## <0 rows> (or 0-length row.names)print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
glb_feats_df$id[1:5]])## [1] AGST Age WinterRain .rnorm Year
## <0 rows> (or 0-length row.names)print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
glb_txt_vars])## data frame with 0 columns and 0 rowswrite.csv(glb_OOBobs_df[, c(glb_id_var,
grep(glb_rsp_var, names(glb_OOBobs_df), fixed=TRUE, value=TRUE))],
paste0(gsub(".", "_", paste0(glb_out_pfx, glb_sel_mdl_id), fixed=TRUE),
"_OOBobs.csv"), row.names=FALSE)
# print(glb_allobs_df[glb_allobs_df$UniqueID %in% FN_OOB_ids,
# glb_txt_vars])
# dsp_tbl(Headline.contains="[Ee]bola")
# sum(sel_obs(Headline.contains="[Ee]bola"))
# ftable(xtabs(Popular ~ NewsDesk.fctr, data=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,]))
# xtabs(NewsDesk ~ Popular, #Popular ~ NewsDesk.fctr,
# data=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,],
# exclude=NULL)
# print(mycreate_xtab_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,], c("Popular", "NewsDesk", "SectionName", "SubsectionName")))
# print(mycreate_tbl_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,], c("Popular", "NewsDesk", "SectionName", "SubsectionName")))
# print(mycreate_tbl_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,], c("Popular")))
# print(mycreate_tbl_df(df=glb_allobs_df[sel_obs(Headline.contains="[Ee]bola") ,],
# tbl_col_names=c("Popular", "NewsDesk")))
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 12 fit.models 7 2 43.177 52.448 9.271
## 13 fit.models 7 3 52.449 NA NAprint(setdiff(names(glb_trnobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_fitobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))## [1] "Price.predict.All.X.lm" "Price.predict.All.X.lm.err"
## [3] "Price.predict.All.X.lm.accurate"for (col in setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.lcn == "OOB", col] <- glb_OOBobs_df[, col]
print(setdiff(names(glb_newobs_df), names(glb_allobs_df)))## character(0)if (glb_save_envir)
save(glb_feats_df,
glb_allobs_df, #glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
glb_models_df, dsp_models_df, glb_models_lst, glb_sel_mdl, glb_sel_mdl_id,
glb_model_type,
file=paste0(glb_out_pfx, "selmdl_dsk.RData"))
#load(paste0(glb_out_pfx, "selmdl_dsk.RData"))
rm(ret_lst)## Warning in rm(ret_lst): object 'ret_lst' not foundreplay.petrisim(pn=glb_analytics_pn,
replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"model.selected")), flip_coord=TRUE)## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: data.training.all
## 1.0000 1 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.new
## 2.0000 2 1 1 1 0
## 2.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction data.new.prediction firing: model.selected
## 3.0000 3 0 2 1 0
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 13 fit.models 7 3 52.449 56.144 3.695
## 14 fit.data.training 8 0 56.144 NA NAStep 8.0: fit data training
#load(paste0(glb_inp_pfx, "dsk.RData"))
# To create specific models
# glb_fin_mdl_id <- NULL; glb_fin_mdl <- NULL;
# glb_sel_mdl_id <- "Conditional.X.cp.0.rpart";
# glb_sel_mdl <- glb_models_lst[[glb_sel_mdl_id]]; print(glb_sel_mdl)
if (!is.null(glb_fin_mdl_id) && (glb_fin_mdl_id %in% names(glb_models_lst))) {
warning("Final model same as user selected model")
glb_fin_mdl <- glb_sel_mdl
} else {
# print(mdl_feats_df <- myextract_mdl_feats(sel_mdl=glb_sel_mdl,
# entity_df=glb_fitobs_df))
if ((model_method <- glb_sel_mdl$method) == "custom")
# get actual method from the model_id
model_method <- tail(unlist(strsplit(glb_sel_mdl_id, "[.]")), 1)
tune_finmdl_df <- NULL
if (nrow(glb_sel_mdl$bestTune) > 0) {
for (param in names(glb_sel_mdl$bestTune)) {
#print(sprintf("param: %s", param))
if (glb_sel_mdl$bestTune[1, param] != "none")
tune_finmdl_df <- rbind(tune_finmdl_df,
data.frame(parameter=param,
min=glb_sel_mdl$bestTune[1, param],
max=glb_sel_mdl$bestTune[1, param],
by=1)) # by val does not matter
}
}
# Sync with parameters in mydsutils.R
require(gdata)
ret_lst <- myfit_mdl(model_id="Final", model_method=model_method,
indep_vars_vctr=trim(unlist(strsplit(glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"feats"], "[,]"))),
model_type=glb_model_type,
rsp_var=glb_rsp_var, rsp_var_out=glb_rsp_var_out,
fit_df=glb_trnobs_df, OOB_df=NULL,
n_cv_folds=glb_n_cv_folds, tune_models_df=tune_finmdl_df,
# Automate from here
# Issues if glb_sel_mdl$method == "rf" b/c trainControl is "oob"; not "cv"
model_loss_mtrx=glb_model_metric_terms,
model_summaryFunction=glb_sel_mdl$control$summaryFunction,
model_metric=glb_sel_mdl$metric,
model_metric_maximize=glb_sel_mdl$maximize)
glb_fin_mdl <- glb_models_lst[[length(glb_models_lst)]]
glb_fin_mdl_id <- glb_models_df[length(glb_models_lst), "model_id"]
}## Loading required package: gdata
## gdata: read.xls support for 'XLS' (Excel 97-2004) files ENABLED.
##
## gdata: read.xls support for 'XLSX' (Excel 2007+) files ENABLED.
##
## Attaching package: 'gdata'
##
## The following object is masked from 'package:randomForest':
##
## combine
##
## The following objects are masked from 'package:dplyr':
##
## combine, first, last
##
## The following object is masked from 'package:stats':
##
## nobs
##
## The following object is masked from 'package:utils':
##
## object.size## [1] "fitting model: Final.lm"
## [1] " indep_vars: AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain"
## Aggregating results
## Fitting final model on full training set
##
## Call:
## lm(formula = .outcome ~ ., data = dat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.47395 -0.23778 -0.00723 0.20581 0.50061
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -6.273e-01 1.043e+01 -0.060 0.952714
## AGST 6.032e-01 1.055e-01 5.718 2.02e-05 ***
## Age 1.566e-03 8.085e-02 0.019 0.984759
## WinterRain 1.080e-03 5.514e-04 1.959 0.065777 .
## .rnorm 2.366e-02 5.954e-02 0.397 0.695716
## FrancePop -4.745e-05 1.706e-04 -0.278 0.784039
## HarvestRain -3.903e-03 9.059e-04 -4.309 0.000423 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.3089 on 18 degrees of freedom
## Multiple R-squared: 0.8308, Adjusted R-squared: 0.7745
## F-statistic: 14.74 on 6 and 18 DF, p-value: 4.484e-06
##
## [1] " calling mypredict_mdl for fit:"
## model_id model_method
## 1 Final.lm lm
## feats max.nTuningRuns
## 1 AGST, Age, WinterRain, .rnorm, FrancePop, HarvestRain 1
## min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1 0.844 0.005 0.8308437
## min.RMSE.fit max.Adj.R.sq.fit max.Rsquared.fit min.RMSESD.fit
## 1 0.3235517 0.7744582 0.7670909 0.04699995
## max.RsquaredSD.fit
## 1 0.02454145rm(ret_lst)
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=FALSE)## label step_major step_minor bgn end elapsed
## 14 fit.data.training 8 0 56.144 59.588 3.444
## 15 fit.data.training 8 1 59.588 NA NAglb_trnobs_df <- glb_get_predictions(df=glb_trnobs_df, mdl_id=glb_fin_mdl_id,
rsp_var_out=glb_rsp_var_out,
prob_threshold_def=ifelse(glb_is_classification && glb_is_binomial,
glb_models_df[glb_models_df$model_id == glb_sel_mdl_id, "opt.prob.threshold.OOB"], NULL))
## Year Price WinterRain AGST HarvestRain Age FrancePop .src
## 6 1959 8.0757 485 17.4833 187 24 46128.64 Train
## 24 1977 6.2587 821 15.5833 87 6 54378.36 Train
## 20 1973 6.6367 376 17.0667 123 10 53332.81 Train
## 12 1965 6.2518 602 15.3667 267 18 49801.82 Train
## 19 1972 6.2049 536 14.9833 158 11 52894.18 Train
## 22 1975 7.2920 572 16.9500 171 8 53955.04 Train
## .rnorm Price.predict.Final.lm Price.predict.Final.lm.err
## 6 0.546043206 7.575087 0.5006127
## 24 -0.717345556 6.732652 0.4739520
## 20 0.943560542 7.101442 0.4647417
## 12 -0.354117074 5.907425 0.3443753
## 19 0.320071135 5.888516 0.3163840
## 22 -0.001902476 7.000409 0.2915909sav_featsimp_df <- glb_featsimp_df
#glb_feats_df <- sav_feats_df
# glb_feats_df <- mymerge_feats_importance(feats_df=glb_feats_df, sel_mdl=glb_fin_mdl,
# entity_df=glb_trnobs_df)
glb_featsimp_df <- myget_feats_importance(mdl=glb_fin_mdl, featsimp_df=glb_featsimp_df)
glb_featsimp_df[, paste0(glb_fin_mdl_id, ".importance")] <- glb_featsimp_df$importance
print(glb_featsimp_df)## All.X.lm.importance importance Final.lm.importance
## AGST 100.000000 100.000000 100.000000
## HarvestRain 75.270345 75.270345 75.270345
## WinterRain 34.040222 34.040222 34.040222
## .rnorm 6.634743 6.634743 6.634743
## FrancePop 4.541969 4.541969 4.541969
## Age 0.000000 0.000000 0.000000if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glb_trnobs_df, mdl_id=glb_fin_mdl_id,
prob_threshold=glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glb_trnobs_df, mdl_id=glb_fin_mdl_id) ## Warning in glb_analytics_diag_plots(obs_df = glb_trnobs_df, mdl_id =
## glb_fin_mdl_id): Limiting important feature scatter plots to 5 out of 6
## Year Price WinterRain AGST HarvestRain Age FrancePop .src
## 6 1959 8.0757 485 17.4833 187 24 46128.64 Train
## 24 1977 6.2587 821 15.5833 87 6 54378.36 Train
## 20 1973 6.6367 376 17.0667 123 10 53332.81 Train
## 12 1965 6.2518 602 15.3667 267 18 49801.82 Train
## 19 1972 6.2049 536 14.9833 158 11 52894.18 Train
## .rnorm Price.predict.Final.lm Price.predict.Final.lm.err .label
## 6 0.5460432 7.575087 0.5006127 1959
## 24 -0.7173456 6.732652 0.4739520 1977
## 20 0.9435605 7.101442 0.4647417 1973
## 12 -0.3541171 5.907425 0.3443753 1965
## 19 0.3200711 5.888516 0.3163840 1972
dsp_feats_vctr <- c(NULL)
for(var in grep(".importance", names(glb_feats_df), fixed=TRUE, value=TRUE))
dsp_feats_vctr <- union(dsp_feats_vctr,
glb_feats_df[!is.na(glb_feats_df[, var]), "id"])
print(glb_trnobs_df[glb_trnobs_df$UniqueID %in% FN_OOB_ids,
grep(glb_rsp_var, names(glb_trnobs_df), value=TRUE)])## [1] Price Price.predict.Final.lm
## [3] Price.predict.Final.lm.err
## <0 rows> (or 0-length row.names)print(setdiff(names(glb_trnobs_df), names(glb_allobs_df)))## [1] "Price.predict.Final.lm" "Price.predict.Final.lm.err"for (col in setdiff(names(glb_trnobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.src == "Train", col] <- glb_trnobs_df[, col]
print(setdiff(names(glb_fitobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))## character(0)for (col in setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.lcn == "OOB", col] <- glb_OOBobs_df[, col]
print(setdiff(names(glb_newobs_df), names(glb_allobs_df)))## character(0)if (glb_save_envir)
save(glb_feats_df, glb_allobs_df,
#glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
glb_models_df, dsp_models_df, glb_models_lst, glb_model_type,
glb_sel_mdl, glb_sel_mdl_id,
glb_fin_mdl, glb_fin_mdl_id,
file=paste0(glb_out_pfx, "dsk.RData"))
replay.petrisim(pn=glb_analytics_pn,
replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
"data.training.all.prediction","model.final")), flip_coord=TRUE)## time trans "bgn " "fit.data.training.all " "predict.data.new " "end "
## 0.0000 multiple enabled transitions: data.training.all data.new model.selected firing: data.training.all
## 1.0000 1 2 1 0 0
## 1.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction firing: data.new
## 2.0000 2 1 1 1 0
## 2.0000 multiple enabled transitions: data.training.all data.new model.selected model.final data.training.all.prediction data.new.prediction firing: model.selected
## 3.0000 3 0 2 1 0
## 3.0000 multiple enabled transitions: model.final data.training.all.prediction data.new.prediction firing: data.training.all.prediction
## 4.0000 5 0 1 1 1
## 4.0000 multiple enabled transitions: model.final data.training.all.prediction data.new.prediction firing: model.final
## 5.0000 4 0 0 2 1
glb_chunks_df <- myadd_chunk(glb_chunks_df, "predict.data.new", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 15 fit.data.training 8 1 59.588 63.246 3.658
## 16 predict.data.new 9 0 63.246 NA NAStep 9.0: predict data new
# Compute final model predictions
glb_newobs_df <- glb_get_predictions(glb_newobs_df, mdl_id=glb_fin_mdl_id,
rsp_var_out=glb_rsp_var_out,
prob_threshold_def=ifelse(glb_is_classification && glb_is_binomial,
glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"], NULL))## Warning in loop_apply(n, do.ply): span too small. fewer data values than
## degrees of freedom.## Warning in loop_apply(n, do.ply): at 6.4956## Warning in loop_apply(n, do.ply): radius 5.203e-06## Warning in loop_apply(n, do.ply): all data on boundary of neighborhood.
## make span bigger## Warning in loop_apply(n, do.ply): pseudoinverse used at 6.4956## Warning in loop_apply(n, do.ply): neighborhood radius 0.002281## Warning in loop_apply(n, do.ply): reciprocal condition number 1## Warning in loop_apply(n, do.ply): at 6.9564## Warning in loop_apply(n, do.ply): radius 5.203e-06## Warning in loop_apply(n, do.ply): all data on boundary of neighborhood.
## make span bigger## Warning in loop_apply(n, do.ply): There are other near singularities as
## well. 5.203e-06## Warning in loop_apply(n, do.ply): zero-width neighborhood. make span bigger## Warning in loop_apply(n, do.ply): zero-width neighborhood. make span bigger## Warning in loop_apply(n, do.ply): NaNs produced
## Year Price WinterRain AGST HarvestRain Age FrancePop .src
## 27 1980 6.4979 578 16.0000 74 3 55110.24 Test
## 26 1979 6.9541 717 16.1667 122 4 54835.83 Test
## .rnorm Price.predict.Final.lm Price.predict.Final.lm.err
## 27 -0.7757516 6.731440 0.2335403
## 26 0.6962816 6.844238 0.1098618if (glb_is_classification && glb_is_binomial)
glb_analytics_diag_plots(obs_df=glb_newobs_df, mdl_id=glb_fin_mdl_id,
prob_threshold=glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"]) else
glb_analytics_diag_plots(obs_df=glb_newobs_df, mdl_id=glb_fin_mdl_id) ## Warning in glb_analytics_diag_plots(obs_df = glb_newobs_df, mdl_id =
## glb_fin_mdl_id): Limiting important feature scatter plots to 5 out of 6
## Year Price WinterRain AGST HarvestRain Age FrancePop .src
## 27 1980 6.4979 578 16.0000 74 3 55110.24 Test
## 26 1979 6.9541 717 16.1667 122 4 54835.83 Test
## .rnorm Price.predict.Final.lm Price.predict.Final.lm.err .label
## 27 -0.7757516 6.731440 0.2335403 1980
## 26 0.6962816 6.844238 0.1098618 1979
if (glb_is_classification && glb_is_binomial) {
submit_df <- glb_newobs_df[, c(glb_id_var,
paste0(glb_rsp_var_out, glb_fin_mdl_id, ".prob"))]
names(submit_df)[2] <- "Probability1"
} else submit_df <- glb_newobs_df[, c(glb_id_var,
paste0(glb_rsp_var_out, glb_fin_mdl_id))]
write.csv(submit_df,
paste0(gsub(".", "_", paste0(glb_out_pfx, glb_fin_mdl_id), fixed=TRUE),
"_submit.csv"), row.names=FALSE)
# print(orderBy(~ -max.auc.OOB, glb_models_df[, c("model_id",
# "max.auc.OOB", "max.Accuracy.OOB")]))
if (glb_is_classification && glb_is_binomial)
print(glb_models_df[glb_models_df$model_id == glb_sel_mdl_id,
"opt.prob.threshold.OOB"])
print(sprintf("glb_sel_mdl_id: %s", glb_sel_mdl_id))## [1] "glb_sel_mdl_id: All.X.lm"print(sprintf("glb_fin_mdl_id: %s", glb_fin_mdl_id))## [1] "glb_fin_mdl_id: Final.lm"print(dim(glb_fitobs_df))## [1] 25 9print(dsp_models_df)## model_id min.RMSE.OOB max.R.sq.OOB max.Adj.R.sq.fit
## 8 All.X.lm 0.1824975 0.80229929 0.77445820
## 9 All.X.glm 0.1824975 0.80229929 NA
## 10 All.X.bayesglm 0.1829985 0.80105609 NA
## 7 Low.cor.X.lm 0.1844166 0.79811956 0.78632437
## 3 Max.cor.Y.cv.0.cp.0.rpart 0.2300070 0.68596606 NA
## 6 Interact.High.cor.Y.lm 0.2925267 0.49204495 0.76526761
## 12 All.X.no.rnorm.rf 0.4009895 0.06103049 NA
## 1 MFO.lm 0.4040443 0.03093636 -0.03792852
## 2 Max.cor.Y.cv.0.rpart 0.4104430 0.00000000 NA
## 4 Max.cor.Y.rpart 0.4104430 0.00000000 NA
## 11 All.X.no.rnorm.rpart 0.4104430 0.00000000 NA
## 5 Max.cor.Y.lm 0.4269395 -0.08199948 0.68076811if (glb_is_classification) {
print(sprintf("%s OOB confusion matrix & accuracy: ", glb_sel_mdl_id))
print(t(confusionMatrix(glb_OOBobs_df[, paste0(glb_rsp_var_out, glb_sel_mdl_id)],
glb_OOBobs_df[, glb_rsp_var])$table))
if (!is.null(glb_category_vars)) {
tmp_OOBobs_df <- glb_OOBobs_df[, c(glb_category_vars, predct_accurate_var_name)]
names(tmp_OOBobs_df)[length(names(tmp_OOBobs_df))] <- "accurate.OOB"
aOOB_ctgry_df <- mycreate_xtab_df(tmp_OOBobs_df, names(tmp_OOBobs_df))
aOOB_ctgry_df[is.na(aOOB_ctgry_df)] <- 0
aOOB_ctgry_df <- mutate(aOOB_ctgry_df,
.n.OOB = accurate.OOB.FALSE + accurate.OOB.TRUE,
max.accuracy.OOB = accurate.OOB.TRUE / .n.OOB)
#intersect(names(glb_ctgry_df), names(aOOB_ctgry_df))
glb_ctgry_df <- merge(glb_ctgry_df, aOOB_ctgry_df, all=TRUE)
print(orderBy(~-accurate.OOB.FALSE, glb_ctgry_df))
}
}
dsp_myCategory_conf_mtrx <- function(myCategory) {
print(sprintf("%s OOB::myCategory=%s confusion matrix & accuracy: ",
glb_sel_mdl_id, myCategory))
print(t(confusionMatrix(
glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory,
paste0(glb_rsp_var_out, glb_sel_mdl_id)],
glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory, glb_rsp_var])$table))
print(sum(glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory,
predct_accurate_var_name]) /
nrow(glb_OOBobs_df[glb_OOBobs_df$myCategory == myCategory, ]))
err_ids <- glb_OOBobs_df[(glb_OOBobs_df$myCategory == myCategory) &
(!glb_OOBobs_df[, predct_accurate_var_name]), glb_id_var]
OOB_FNerr_df <- glb_OOBobs_df[(glb_OOBobs_df$UniqueID %in% err_ids) &
(glb_OOBobs_df$Popular == 1),
c(
".clusterid",
"Popular", "Headline", "Snippet", "Abstract")]
print(sprintf("%s OOB::myCategory=%s FN errors: %d", glb_sel_mdl_id, myCategory,
nrow(OOB_FNerr_df)))
print(OOB_FNerr_df)
OOB_FPerr_df <- glb_OOBobs_df[(glb_OOBobs_df$UniqueID %in% err_ids) &
(glb_OOBobs_df$Popular == 0),
c(
".clusterid",
"Popular", "Headline", "Snippet", "Abstract")]
print(sprintf("%s OOB::myCategory=%s FP errors: %d", glb_sel_mdl_id, myCategory,
nrow(OOB_FPerr_df)))
print(OOB_FPerr_df)
}
#dsp_myCategory_conf_mtrx(myCategory="OpEd#Opinion#")
#dsp_myCategory_conf_mtrx(myCategory="Business#Business Day#Dealbook")
#dsp_myCategory_conf_mtrx(myCategory="##")
if (glb_is_classification) {
print("FN_OOB_ids:")
print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
glb_txt_vars])
print(dsp_vctr <- colSums(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
setdiff(grep("[HSA].", names(glb_OOBobs_df), value=TRUE),
union(myfind_chr_cols_df(glb_OOBobs_df),
grep(".fctr", names(glb_OOBobs_df), fixed=TRUE, value=TRUE)))]))
}
dsp_hdlpfx_results <- function(hdlpfx) {
print(hdlpfx)
print(glb_OOBobs_df[glb_OOBobs_df$Headline.pfx %in% c(hdlpfx),
grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
print(glb_newobs_df[glb_newobs_df$Headline.pfx %in% c(hdlpfx),
grep(glb_rsp_var, names(glb_newobs_df), value=TRUE)])
print(dsp_vctr <- colSums(glb_newobs_df[glb_newobs_df$Headline.pfx %in% c(hdlpfx),
setdiff(grep("[HSA]\\.", names(glb_newobs_df), value=TRUE),
union(myfind_chr_cols_df(glb_newobs_df),
grep(".fctr", names(glb_newobs_df), fixed=TRUE, value=TRUE)))]))
print(dsp_vctr <- dsp_vctr[dsp_vctr != 0])
print(glb_newobs_df[glb_newobs_df$Headline.pfx %in% c(hdlpfx),
union(names(dsp_vctr), myfind_chr_cols_df(glb_newobs_df))])
}
#dsp_hdlpfx_results(hdlpfx="Ask Well::")
# print("myMisc::|OpEd|blank|blank|1:")
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% c(6446),
# grep(glb_rsp_var, names(glb_OOBobs_df), value=TRUE)])
# print(glb_OOBobs_df[glb_OOBobs_df$UniqueID %in% FN_OOB_ids,
# c("WordCount", "WordCount.log", "myMultimedia",
# "NewsDesk", "SectionName", "SubsectionName")])
# print(mycreate_sqlxtab_df(glb_allobs_df[sel_obs(Headline.contains="[Vv]ideo"), ],
# c(glb_rsp_var, "myMultimedia")))
# dsp_chisq.test(Headline.contains="[Vi]deo")
# print(glb_allobs_df[sel_obs(Headline.contains="[Vv]ideo"),
# c(glb_rsp_var, "Popular", "myMultimedia", "Headline")])
# print(glb_allobs_df[sel_obs(Headline.contains="[Ee]bola", Popular=1),
# c(glb_rsp_var, "Popular", "myMultimedia", "Headline",
# "NewsDesk", "SectionName", "SubsectionName")])
# print(subset(glb_feats_df, !is.na(importance))[,
# c("is.ConditionalX.y",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
# print(subset(glb_feats_df, is.ConditionalX.y & is.na(importance))[,
# c("is.ConditionalX.y",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
# print(subset(glb_feats_df, !is.na(importance))[,
# c("zeroVar", "nzv", "myNearZV",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
# print(subset(glb_feats_df, is.na(importance))[,
# c("zeroVar", "nzv", "myNearZV",
# grep("importance", names(glb_feats_df), fixed=TRUE, value=TRUE))])
print(orderBy(as.formula(paste0("~ -", glb_sel_mdl_id, ".importance")), glb_featsimp_df))## All.X.lm.importance importance Final.lm.importance
## AGST 100.000000 100.000000 100.000000
## HarvestRain 75.270345 75.270345 75.270345
## WinterRain 34.040222 34.040222 34.040222
## .rnorm 6.634743 6.634743 6.634743
## FrancePop 4.541969 4.541969 4.541969
## Age 0.000000 0.000000 0.000000print(setdiff(names(glb_trnobs_df), names(glb_allobs_df)))## character(0)for (col in setdiff(names(glb_trnobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.src == "Train", col] <- glb_trnobs_df[, col]
print(setdiff(names(glb_fitobs_df), names(glb_allobs_df)))## character(0)print(setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))## character(0)for (col in setdiff(names(glb_OOBobs_df), names(glb_allobs_df)))
# Merge or cbind ?
glb_allobs_df[glb_allobs_df$.lcn == "OOB", col] <- glb_OOBobs_df[, col]
print(setdiff(names(glb_newobs_df), names(glb_allobs_df)))## character(0)if (glb_save_envir)
save(glb_feats_df, glb_allobs_df,
#glb_trnobs_df, glb_fitobs_df, glb_OOBobs_df, glb_newobs_df,
glb_models_df, dsp_models_df, glb_models_lst, glb_model_type,
glb_sel_mdl, glb_sel_mdl_id,
glb_fin_mdl, glb_fin_mdl_id,
file=paste0(glb_out_pfx, "prdnew_dsk.RData"))
rm(submit_df, tmp_OOBobs_df)## Warning in rm(submit_df, tmp_OOBobs_df): object 'tmp_OOBobs_df' not found# tmp_replay_lst <- replay.petrisim(pn=glb_analytics_pn,
# replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs,
# "data.new.prediction")), flip_coord=TRUE)
# print(ggplot.petrinet(tmp_replay_lst[["pn"]]) + coord_flip())
glb_chunks_df <- myadd_chunk(glb_chunks_df, "display.session.info", major.inc=TRUE)## label step_major step_minor bgn end elapsed
## 16 predict.data.new 9 0 63.246 66.653 3.407
## 17 display.session.info 10 0 66.654 NA NANull Hypothesis (\(\sf{H_{0}}\)): mpg is not impacted by am_fctr.
The variance by am_fctr appears to be independent. #{r q1, cache=FALSE} # print(t.test(subset(cars_df, am_fctr == "automatic")$mpg, # subset(cars_df, am_fctr == "manual")$mpg, # var.equal=FALSE)$conf) # We reject the null hypothesis i.e. we have evidence to conclude that am_fctr impacts mpg (95% confidence). Manual transmission is better for miles per gallon versus automatic transmission.
## label step_major step_minor bgn end elapsed
## 11 fit.models 7 1 29.214 43.176 13.963
## 10 fit.models 7 0 16.062 29.214 13.152
## 12 fit.models 7 2 43.177 52.448 9.271
## 13 fit.models 7 3 52.449 56.144 3.695
## 15 fit.data.training 8 1 59.588 63.246 3.658
## 14 fit.data.training 8 0 56.144 59.588 3.444
## 16 predict.data.new 9 0 63.246 66.653 3.407
## 2 inspect.data 2 0 9.635 12.848 3.213
## 6 extract.features 3 0 13.881 14.953 1.072
## 3 scrub.data 2 1 12.849 13.784 0.935
## 8 select.features 5 0 15.213 15.767 0.554
## 1 import.data 1 0 9.296 9.634 0.338
## 9 partition.data.training 6 0 15.768 16.061 0.294
## 7 cluster.data 4 0 14.954 15.213 0.259
## 5 manage.missing.data 2 3 13.819 13.880 0.061
## 4 transform.data 2 2 13.784 13.819 0.035
## duration
## 11 13.962
## 10 13.152
## 12 9.271
## 13 3.695
## 15 3.658
## 14 3.444
## 16 3.407
## 2 3.213
## 6 1.072
## 3 0.935
## 8 0.554
## 1 0.338
## 9 0.293
## 7 0.259
## 5 0.061
## 4 0.035
## [1] "Total Elapsed Time: 66.653 secs"
## label step_major step_minor bgn end elapsed
## 3 fit.models_1_glm 3 0 33.042 36.378 3.336
## 6 fit.models_1_rf 6 0 40.731 43.170 2.439
## 2 fit.models_1_lm 2 0 30.677 33.042 2.365
## 4 fit.models_1_bayesglm 4 0 36.378 38.593 2.215
## 5 fit.models_1_rpart 5 0 38.594 40.731 2.137
## 1 fit.models_1_bgn 1 0 30.664 30.676 0.013
## duration
## 3 3.336
## 6 2.439
## 2 2.365
## 4 2.215
## 5 2.137
## 1 0.012
## [1] "Total Elapsed Time: 43.17 secs"
## R version 3.2.0 (2015-04-16)
## Platform: x86_64-apple-darwin13.4.0 (64-bit)
## Running under: OS X 10.10.3 (Yosemite)
##
## locale:
## [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
##
## attached base packages:
## [1] grid parallel stats graphics grDevices utils datasets
## [8] methods base
##
## other attached packages:
## [1] gdata_2.16.1 randomForest_4.6-10 arm_1.8-5
## [4] lme4_1.1-7 Rcpp_0.11.6 Matrix_1.2-1
## [7] MASS_7.3-40 rpart.plot_1.5.2 rpart_4.1-9
## [10] reshape2_1.4.1 dplyr_0.4.1 plyr_1.8.2
## [13] doMC_1.3.3 iterators_1.0.7 foreach_1.4.2
## [16] doBy_4.5-13 survival_2.38-1 caret_6.0-47
## [19] ggplot2_1.0.1 lattice_0.20-31
##
## loaded via a namespace (and not attached):
## [1] compiler_3.2.0 RColorBrewer_1.1-2 formatR_1.2
## [4] nloptr_1.0.4 tools_3.2.0 digest_0.6.8
## [7] evaluate_0.7 nlme_3.1-120 gtable_0.1.2
## [10] mgcv_1.8-6 DBI_0.3.1 yaml_2.1.13
## [13] brglm_0.5-9 SparseM_1.6 proto_0.3-10
## [16] coda_0.17-1 BradleyTerry2_1.0-6 stringr_1.0.0
## [19] knitr_1.10.5 gtools_3.5.0 nnet_7.3-9
## [22] rmarkdown_0.6.1 minqa_1.2.4 car_2.0-25
## [25] magrittr_1.5 scales_0.2.4 codetools_0.2-11
## [28] htmltools_0.2.6 splines_3.2.0 abind_1.4-3
## [31] assertthat_0.1 pbkrtest_0.4-2 colorspace_1.2-6
## [34] labeling_0.3 quantreg_5.11 stringi_0.4-1
## [37] lazyeval_0.1.10 munsell_0.4.2